+297.0%
MXL vs LSCC
+57.8%
+239.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.3% | -12.4% | -12.5% |
| 7D | -24.3% | +3.0% | -27.3% | -27.9% |
| 30D | -46.1% | -19.3% | -26.8% | -31.5% |
| 3M | -21.8% | -22.3% | +0.5% | +5.2% |
| 6M | -27.2% | -14.6% | -12.6% | -3.7% |
| YTD | +226.2% | +45.8% | +180.4% | +199.1% |
| 1Y | +297.0% | +69.6% | +227.4% | +226.4% |
| All | +297.0% | +57.8% | +239.2% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling