+6.3%
MAGS vs LH
+44.2%
-37.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +2.1% |
| 7D | -1.4% | +2.1% | -3.5% | -1.5% |
| 30D | -4.4% | +19.2% | -23.5% | -4.9% |
| 3M | +1.9% | +18.0% | -16.1% | +1.4% |
| 6M | +4.9% | +46.1% | -41.1% | +3.2% |
| YTD | +6.5% | +47.7% | -41.1% | +5.4% |
| 1Y | +6.3% | +47.2% | -40.9% | +4.4% |
| All | +6.3% | +44.2% | -37.9% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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