+30.0%
MGY vs LNT
+46.9%
-16.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.5% | -1.0% | +4.6% | +3.8% |
| 30D | +5.3% | -4.2% | +9.5% | +6.2% |
| 3M | +2.6% | -6.7% | +9.3% | +4.1% |
| 6M | -3.3% | -3.6% | +0.3% | -2.8% |
| YTD | +29.2% | +5.9% | +23.3% | +26.5% |
| 1Y | +18.0% | +7.3% | +10.8% | +15.1% |
| 3Y | +30.0% | +46.5% | -16.5% | +15.0% |
| All | +30.0% | +46.9% | -16.9% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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