+206.1%
MXL vs LH
+56.3%
+149.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -1.8% |
| 7D | +16.6% | -7.4% | +24.0% | +19.1% |
| 30D | +0.5% | -4.6% | +5.1% | +1.6% |
| 3M | -3.6% | +14.5% | -18.1% | -8.7% |
| 6M | +328.0% | +14.8% | +313.2% | +302.7% |
| YTD | +297.8% | +23.3% | +274.6% | +257.9% |
| 1Y | +339.4% | +13.6% | +325.8% | +312.8% |
| All | +206.1% | +56.3% | +149.8% | +196.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling