+91.6%
MGY vs LSCC
+85.6%
+5.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.1% |
| 7D | -0.9% | +5.2% | -6.1% | -1.9% |
| 30D | +10.1% | -9.6% | +19.8% | +12.1% |
| 3M | -1.5% | -17.8% | +16.3% | +1.0% |
| 6M | -4.9% | +37.4% | -42.4% | -14.7% |
| YTD | +27.7% | +59.7% | -32.0% | +9.4% |
| 1Y | +20.1% | +76.2% | -56.2% | -0.4% |
| 3Y | +24.9% | +28.2% | -3.3% | +4.8% |
| 5Y | +91.6% | +87.2% | +4.4% | +47.8% |
| All | +91.6% | +85.6% | +5.9% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 5y: compounded portfolio wealth divided by compounded LSCC 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…
5y analysis · Full analysis span regression · 6 months rolling