+191.0%
MAGS vs LH
+67.2%
+123.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | +0.8% | -3.2% | +4.0% | +1.4% |
| 30D | +0.4% | +0.1% | +0.3% | +0.4% |
| 3M | +5.6% | +18.6% | -13.1% | +2.1% |
| 6M | +12.3% | +17.9% | -5.6% | +8.6% |
| YTD | +5.1% | +28.9% | -23.8% | -0.5% |
| 1Y | +14.0% | +16.6% | -2.7% | +10.2% |
| 3Y | +129.4% | +63.6% | +65.8% | +108.0% |
| All | +191.0% | +67.2% | +123.8% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling