+282.4%
MXL vs LEN
+441.7%
-159.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +7.3% |
| 7D | +19.0% | -3.4% | +22.4% | +20.7% |
| 30D | +4.5% | -5.7% | +10.1% | +6.9% |
| 3M | -1.5% | -12.2% | +10.7% | +2.9% |
| 6M | +348.6% | -18.3% | +366.9% | +382.0% |
| YTD | +310.3% | -20.2% | +330.5% | +342.7% |
| 1Y | +344.7% | -40.1% | +384.8% | +444.8% |
| 3Y | +211.2% | -26.2% | +237.4% | +225.6% |
| 5Y | +34.8% | -9.8% | +44.7% | +27.3% |
| 10Y | +286.5% | +109.1% | +177.4% | +131.1% |
| All | +282.4% | +441.7% | -159.3% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 all: compounded portfolio wealth divided by compounded LEN 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…
all analysis · Full analysis span regression · 6 months rolling