+176.7%
MGY vs LSCC
+1,576.9%
-1,400.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.0% | +2.7% |
| 7D | +4.5% | +7.0% | -2.5% | +2.7% |
| 30D | -0.4% | -2.3% | +1.9% | -1.0% |
| 3M | -4.3% | -12.5% | +8.2% | -3.3% |
| 6M | -12.9% | -10.6% | -2.3% | -14.2% |
| YTD | +15.2% | +52.7% | -37.5% | -3.3% |
| 1Y | +10.3% | +74.0% | -63.6% | -10.8% |
| 3Y | +23.6% | +104.8% | -81.2% | -10.1% |
| 5Y | +35.7% | +36.2% | -0.5% | +3.0% |
| All | +176.7% | +1,576.9% | -1,400.2% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling