+26.0%
MXL vs LII
+25.8%
+0.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.4% | +7.4% | +6.7% |
| 7D | +15.5% | +2.1% | +13.4% | +14.1% |
| 30D | -11.3% | -12.4% | +1.1% | -4.9% |
| 3M | -16.1% | -24.8% | +8.7% | -4.6% |
| 6M | +323.0% | -25.2% | +348.2% | +378.1% |
| YTD | +281.5% | -20.3% | +301.8% | +313.7% |
| 1Y | +319.3% | -32.9% | +352.2% | +402.9% |
| 3Y | +189.4% | +2.0% | +187.3% | +170.2% |
| 5Y | +26.0% | +24.4% | +1.5% | -0.7% |
| All | +26.0% | +25.8% | +0.2% | -0.7% |
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