+297.0%
MXL vs LH
+44.2%
+252.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.9% | -15.0% | -9.4% |
| 7D | -24.3% | +2.1% | -26.4% | -23.3% |
| 30D | -46.1% | +19.2% | -65.3% | -41.3% |
| 3M | -21.8% | +18.0% | -39.8% | -15.2% |
| 6M | -27.2% | +46.1% | -73.3% | -12.9% |
| YTD | +226.2% | +47.7% | +178.5% | +280.8% |
| 1Y | +297.0% | +47.2% | +249.8% | +362.5% |
| All | +297.0% | +44.2% | +252.8% | +362.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling