+199.8%
MGY vs LSCC
+1,629.9%
-1,430.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -2.0% |
| 7D | +2.1% | +1.3% | +0.8% | +1.7% |
| 30D | +13.8% | -9.7% | +23.5% | +16.2% |
| 3M | -4.3% | -23.7% | +19.4% | +0.1% |
| 6M | -5.1% | +26.5% | -31.5% | -14.0% |
| YTD | +24.8% | +57.5% | -32.7% | +5.8% |
| 1Y | +11.8% | +75.7% | -63.9% | -8.6% |
| 3Y | +23.5% | +19.5% | +4.1% | +4.6% |
| 5Y | +87.5% | +83.8% | +3.7% | +32.9% |
| All | +199.8% | +1,629.9% | -1,430.1% | +29.0% |
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