+286.5%
MXL vs LII
+163.1%
+123.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.4% | +10.0% | +9.0% |
| 7D | +19.0% | +0.5% | +18.5% | +18.4% |
| 30D | +4.5% | -11.2% | +15.7% | +11.6% |
| 3M | -1.5% | -28.8% | +27.3% | +17.2% |
| 6M | +348.6% | -26.9% | +375.5% | +419.4% |
| YTD | +310.3% | -22.2% | +332.5% | +354.7% |
| 1Y | +344.7% | -32.0% | +376.7% | +435.8% |
| 3Y | +211.2% | -0.4% | +211.6% | +186.8% |
| 5Y | +34.8% | +22.4% | +12.4% | +3.7% |
| 10Y | +286.5% | +171.4% | +115.1% | +80.2% |
| All | +286.5% | +163.1% | +123.4% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling