+61.0%
MGY vs LTH
+156.3%
-95.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.5% |
| 7D | -0.9% | +1.5% | -2.4% | -1.1% |
| 30D | +10.1% | -3.1% | +13.2% | +10.5% |
| 3M | -1.5% | +28.1% | -29.6% | -5.2% |
| 6M | -4.9% | +67.4% | -72.3% | -12.8% |
| YTD | +27.7% | +59.8% | -32.1% | +17.7% |
| 1Y | +20.1% | +45.6% | -25.5% | +12.2% |
| 3Y | +24.9% | +162.0% | -137.1% | +3.4% |
| All | +61.0% | +156.3% | -95.3% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling