+235.5%
MXL vs LII
+968.1%
-732.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.4% | +4.9% |
| 7D | +1.6% | -0.7% | +2.4% | +2.0% |
| 30D | -7.0% | -12.6% | +5.6% | +0.4% |
| 3M | -33.4% | -24.4% | -9.0% | -23.5% |
| 6M | +260.2% | -28.7% | +288.9% | +324.5% |
| YTD | +260.0% | -19.1% | +279.1% | +291.1% |
| 1Y | +303.5% | -29.7% | +333.2% | +376.2% |
| 3Y | +160.4% | +4.8% | +155.7% | +135.3% |
| 5Y | +14.7% | +24.6% | -9.9% | -10.5% |
| 10Y | +215.6% | +169.2% | +46.4% | +51.7% |
| All | +235.5% | +968.1% | -732.6% | -34.3% |
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