-17.3%
MXL vs LII
+23.0%
-40.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.2% | +11.5% | +12.6% |
| 7D | -8.8% | -1.2% | -7.7% | -8.2% |
| 30D | -41.9% | -2.0% | -39.9% | -42.0% |
| 3M | -25.4% | -20.2% | -5.2% | -17.3% |
| 6M | -44.0% | -32.5% | -11.5% | -33.7% |
| YTD | +220.8% | -27.4% | +248.1% | +259.6% |
| 1Y | +278.8% | -28.2% | +307.0% | +327.2% |
| 3Y | +249.4% | -7.2% | +256.7% | +238.3% |
| 5Y | -17.3% | +19.9% | -37.2% | -37.4% |
| All | -17.3% | +23.0% | -40.3% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling