+209.8%
MGY vs LH
+146.2%
+63.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.6% |
| 7D | +1.8% | -7.4% | +9.2% | +5.1% |
| 30D | +6.5% | -4.6% | +11.1% | +8.5% |
| 3M | +0.3% | +14.5% | -14.2% | -6.1% |
| 6M | -2.4% | +14.8% | -17.2% | -9.3% |
| YTD | +29.0% | +23.3% | +5.7% | +15.7% |
| 1Y | +17.0% | +13.6% | +3.4% | +8.6% |
| 3Y | +26.2% | +56.3% | -30.2% | -1.2% |
| 5Y | +92.3% | +25.2% | +67.1% | +63.9% |
| All | +209.8% | +146.2% | +63.6% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling