+30.0%
MGY vs LTH
+153.8%
-123.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +3.5% | -4.0% | +7.5% | +3.8% |
| 30D | +5.3% | -5.3% | +10.6% | +5.6% |
| 3M | +2.6% | +19.0% | -16.4% | +0.8% |
| 6M | -3.3% | +55.8% | -59.1% | -8.1% |
| YTD | +29.2% | +56.1% | -26.9% | +22.5% |
| 1Y | +18.0% | +41.3% | -23.2% | +13.3% |
| 3Y | +30.0% | +156.6% | -126.6% | +14.9% |
| All | +30.0% | +153.8% | -123.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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