+156.7%
MXL vs LSCC
+1,398.6%
-1,241.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +8.4% | +5.2% | +7.7% |
| 7D | -8.8% | +19.3% | -28.2% | -18.6% |
| 30D | -41.9% | -9.6% | -32.2% | -36.4% |
| 3M | -25.4% | -12.4% | -13.0% | -14.8% |
| 6M | -44.0% | -10.5% | -33.5% | -34.0% |
| YTD | +220.8% | +54.8% | +166.0% | +166.5% |
| 1Y | +278.8% | +79.4% | +199.4% | +186.0% |
| 3Y | +249.4% | +109.6% | +139.8% | +122.5% |
| 5Y | -17.3% | +40.4% | -57.7% | -35.7% |
| 10Y | +156.7% | +1,379.1% | -1,222.4% | -28.5% |
| All | +156.7% | +1,398.6% | -1,241.8% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling