+14.3%
MAGS vs LH
+11.8%
+2.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | -0.2% |
| 7D | -1.8% | -7.4% | +5.6% | -1.8% |
| 30D | +1.1% | -4.6% | +5.7% | +1.1% |
| 3M | +7.7% | +14.5% | -6.8% | +7.9% |
| 6M | +11.7% | +14.8% | -3.1% | +11.8% |
| YTD | +4.9% | +23.3% | -18.4% | +5.8% |
| 1Y | +14.3% | +13.6% | +0.7% | +14.8% |
| All | +14.3% | +11.8% | +2.6% | +14.8% |
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