+6.7%
MGY vs LUMN
-57.1%
+63.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.5% | +9.0% | +3.5% |
| 7D | +2.6% | -0.4% | +3.0% | +2.6% |
| 30D | -2.0% | -11.9% | +9.9% | -2.0% |
| 3M | -7.8% | -30.3% | +22.4% | -8.1% |
| 6M | -13.9% | -46.6% | +32.7% | -14.6% |
| YTD | +11.6% | -42.7% | +54.3% | +9.7% |
| 1Y | +6.7% | -51.9% | +58.6% | +4.2% |
| All | +6.7% | -57.1% | +63.9% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling