-6.9%
LVS vs MXL
+222.8%
-229.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | +0.2% |
| 7D | -3.5% | +18.9% | -22.3% | -4.2% |
| 30D | -6.2% | +0.3% | -6.6% | -6.4% |
| 3M | -14.8% | -8.0% | -6.8% | -15.6% |
| 6M | -20.9% | +341.2% | -362.1% | -32.3% |
| YTD | -33.0% | +327.8% | -360.9% | -42.8% |
| 1Y | -20.0% | +364.9% | -384.9% | -32.5% |
| 3Y | -6.9% | +229.2% | -236.2% | -22.4% |
| All | -6.9% | +222.8% | -229.7% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling