+125.7%
MAGS vs LNT
+48.2%
+77.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.3% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | +0.4% | -0.5% | +0.9% | +0.4% |
| 3M | +5.6% | -5.5% | +11.1% | +5.0% |
| 6M | +12.3% | -3.8% | +16.1% | +12.0% |
| YTD | +5.1% | +6.8% | -1.7% | +5.3% |
| 1Y | +14.0% | +9.3% | +4.7% | +14.3% |
| All | +125.7% | +48.2% | +77.4% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 3y: compounded portfolio wealth divided by compounded LNT 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…
3y analysis · Full analysis span regression · 6 months rolling