+73.0%
LMT vs MXL
+40.1%
+32.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.7% | -1.0% |
| 7D | -0.2% | +18.9% | -19.1% | 0.0% |
| 30D | -13.1% | +0.3% | -13.4% | -13.0% |
| 3M | -3.9% | -8.0% | +4.2% | -3.8% |
| 6M | -18.3% | +341.2% | -359.5% | -17.3% |
| YTD | +10.3% | +327.8% | -317.5% | +11.6% |
| 1Y | +14.2% | +364.9% | -350.7% | +15.6% |
| 3Y | +35.0% | +229.2% | -194.2% | +36.1% |
| All | +73.0% | +40.1% | +32.9% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling