+255.6%
MXL vs LH
+437.0%
-181.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.6% | +6.6% | +6.4% |
| 7D | +15.5% | -0.8% | +16.3% | +16.0% |
| 30D | -11.3% | +2.0% | -13.3% | -12.7% |
| 3M | -16.1% | +24.3% | -40.4% | -28.8% |
| 6M | +323.0% | +21.1% | +302.0% | +261.4% |
| YTD | +281.5% | +30.4% | +251.1% | +208.7% |
| 1Y | +319.3% | +18.4% | +300.9% | +261.1% |
| 3Y | +189.4% | +65.5% | +123.9% | +93.2% |
| 5Y | +26.0% | +29.9% | -3.9% | -1.3% |
| 10Y | +243.5% | +186.6% | +56.9% | +45.9% |
| All | +255.6% | +437.0% | -181.4% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling