+220.6%
MXL vs LII
+862.9%
-642.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.8% | +10.6% | +10.9% |
| 7D | +5.5% | -2.3% | +7.7% | +7.3% |
| 30D | -32.6% | -1.7% | -31.0% | -32.9% |
| 3M | -13.1% | -18.3% | +5.1% | -4.3% |
| 6M | -41.4% | -32.3% | -9.1% | -29.8% |
| YTD | +243.9% | -27.1% | +271.1% | +289.9% |
| 1Y | +305.1% | -27.2% | +332.3% | +359.4% |
| 3Y | +260.1% | -8.9% | +269.0% | +250.6% |
| 5Y | -12.1% | +19.7% | -31.7% | -31.1% |
| 10Y | +182.8% | +168.9% | +13.9% | +33.6% |
| All | +220.6% | +862.9% | -642.3% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling