+176.7%
MGY vs LII
+112.4%
+64.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.2% |
| 7D | +4.5% | +2.9% | +1.6% | +3.6% |
| 30D | -0.4% | +0.9% | -1.3% | -1.3% |
| 3M | -4.3% | -15.5% | +11.2% | -0.1% |
| 6M | -12.9% | -30.2% | +17.4% | -5.9% |
| YTD | +15.2% | -26.8% | +42.0% | +20.1% |
| 1Y | +10.3% | -25.3% | +35.6% | +13.9% |
| 3Y | +23.6% | -7.8% | +31.4% | +12.8% |
| 5Y | +35.7% | +17.0% | +18.8% | +8.9% |
| All | +176.7% | +112.4% | +64.2% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling