-3.3%
LVS vs MXL
+313.4%
-316.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | -0.6% |
| 7D | -3.5% | +18.9% | -22.3% | -6.0% |
| 30D | -6.2% | +0.3% | -6.6% | -6.9% |
| 3M | -14.8% | -8.0% | -6.8% | -17.2% |
| 6M | -20.9% | +341.2% | -362.1% | -47.0% |
| YTD | -33.0% | +327.8% | -360.9% | -55.2% |
| 1Y | -20.0% | +364.9% | -384.9% | -48.1% |
| 3Y | -6.9% | +229.2% | -236.2% | -43.1% |
| 5Y | +9.1% | +42.8% | -33.7% | -21.0% |
| All | -3.3% | +313.4% | -316.7% | -53.8% |
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