+185.8%
LMT vs MXL
+313.4%
-127.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.7% | -1.3% |
| 7D | -0.2% | +18.9% | -19.1% | -0.6% |
| 30D | -13.1% | +0.3% | -13.4% | -13.2% |
| 3M | -3.9% | -8.0% | +4.2% | -4.3% |
| 6M | -18.3% | +341.2% | -359.5% | -24.1% |
| YTD | +10.3% | +327.8% | -317.5% | +2.5% |
| 1Y | +14.2% | +364.9% | -350.7% | +5.5% |
| 3Y | +35.0% | +229.2% | -194.2% | +22.9% |
| 5Y | +73.2% | +42.8% | +30.5% | +62.7% |
| All | +185.8% | +313.4% | -127.6% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling