+2,264.8%
LRCX vs MGY
+210.4%
+2,054.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | +3.5% | -6.6% | -4.0% |
| 30D | -8.6% | +5.3% | -13.8% | -10.0% |
| 3M | -17.7% | +2.6% | -20.3% | -18.9% |
| 6M | +36.4% | -3.3% | +39.6% | +35.0% |
| YTD | +74.5% | +29.2% | +45.3% | +57.7% |
| 1Y | +159.4% | +18.0% | +141.4% | +139.9% |
| 3Y | +361.6% | +30.0% | +331.6% | +309.5% |
| 5Y | +425.2% | +92.7% | +332.6% | +303.7% |
| All | +2,264.8% | +210.4% | +2,054.4% | +1,459.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MGY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling