+6.4%
LVS vs MXL
+40.1%
-33.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | -0.2% |
| 7D | -3.5% | +18.9% | -22.3% | -5.2% |
| 30D | -6.2% | +0.3% | -6.6% | -6.6% |
| 3M | -14.8% | -8.0% | -6.8% | -16.4% |
| 6M | -20.9% | +341.2% | -362.1% | -41.3% |
| YTD | -33.0% | +327.8% | -360.9% | -50.4% |
| 1Y | -20.0% | +364.9% | -384.9% | -42.2% |
| 3Y | -6.9% | +229.2% | -236.2% | -35.9% |
| All | +6.4% | +40.1% | -33.7% | -3.1% |
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