+364.9%
MXL vs LH
+14.9%
+350.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.1% | +7.9% |
| 7D | +18.9% | -4.7% | +23.6% | +17.2% |
| 30D | +0.3% | -3.5% | +3.8% | -0.6% |
| 3M | -8.0% | +17.7% | -25.7% | -3.9% |
| 6M | +341.2% | +15.8% | +325.5% | +366.2% |
| YTD | +327.8% | +25.1% | +302.7% | +332.5% |
| 1Y | +364.9% | +12.5% | +352.4% | +391.6% |
| All | +364.9% | +14.9% | +350.0% | +391.6% |
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