+89.0%
MGY vs LUMN
-37.8%
+126.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +3.5% | +2.5% | +1.0% | +3.4% |
| 30D | +5.3% | +10.3% | -5.1% | +4.5% |
| 3M | +2.6% | -18.3% | +20.9% | +3.8% |
| 6M | -3.3% | +4.4% | -7.6% | -4.4% |
| YTD | +29.2% | -10.7% | +39.9% | +28.2% |
| 1Y | +18.0% | +14.0% | +4.1% | +13.8% |
| 3Y | +30.0% | +406.6% | -376.6% | +1.0% |
| All | +89.0% | -37.8% | +126.9% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling