+89.0%
MGY vs LH
+27.0%
+62.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +3.5% | -4.7% | +8.2% | +4.9% |
| 30D | +5.3% | -3.5% | +8.8% | +6.2% |
| 3M | +2.6% | +17.7% | -15.0% | -2.7% |
| 6M | -3.3% | +15.8% | -19.1% | -8.2% |
| YTD | +29.2% | +25.1% | +4.1% | +19.2% |
| 1Y | +18.0% | +12.5% | +5.5% | +12.8% |
| 3Y | +30.0% | +59.8% | -29.8% | +8.4% |
| All | +89.0% | +27.0% | +62.0% | +55.1% |
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