+21.7%
MGY vs LII
-9.2%
+30.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | -3.0% | -0.6% | -2.4% | -3.2% |
| 3M | -7.6% | -17.0% | +9.4% | -5.7% |
| 6M | -14.4% | -31.1% | +16.8% | -11.7% |
| YTD | +13.4% | -27.7% | +41.1% | +13.8% |
| 1Y | +9.2% | -26.2% | +35.3% | +8.6% |
| All | +21.7% | -9.2% | +30.9% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling