-51.2%
LULU vs MGY
+15.5%
-66.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.5% | -15.9% | -17.5% |
| 7D | -16.7% | +2.1% | -18.8% | -16.5% |
| 30D | -18.5% | +13.8% | -32.3% | -17.4% |
| 3M | -19.5% | -4.3% | -15.2% | -19.2% |
| 6M | -41.9% | -5.1% | -36.9% | -43.1% |
| YTD | -51.6% | +24.8% | -76.4% | -57.0% |
| 1Y | -51.2% | +11.8% | -63.0% | -53.3% |
| All | -51.2% | +15.5% | -66.7% | -53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling