+210.4%
MGY vs LII
+120.1%
+90.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.7% |
| 7D | +3.5% | -6.3% | +9.8% | +5.6% |
| 30D | +5.3% | -13.0% | +18.3% | +9.8% |
| 3M | +2.6% | -29.0% | +31.7% | +11.7% |
| 6M | -3.3% | -27.7% | +24.4% | +2.9% |
| YTD | +29.2% | -24.2% | +53.4% | +34.3% |
| 1Y | +18.0% | -34.8% | +52.8% | +29.5% |
| 3Y | +30.0% | -4.2% | +34.2% | +17.6% |
| 5Y | +92.7% | +20.9% | +71.8% | +54.0% |
| All | +210.4% | +120.1% | +90.3% | +86.1% |
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