+172.4%
MGY vs LII
+110.1%
+62.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | -3.0% | -0.6% | -2.4% | -3.5% |
| 3M | -7.6% | -17.0% | +9.4% | -3.0% |
| 6M | -14.4% | -31.1% | +16.8% | -7.2% |
| YTD | +13.4% | -27.7% | +41.1% | +18.6% |
| 1Y | +9.2% | -26.2% | +35.3% | +13.0% |
| 3Y | +22.6% | -9.6% | +32.2% | +12.7% |
| 5Y | +33.6% | +15.7% | +18.0% | +7.6% |
| All | +172.4% | +110.1% | +62.3% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling