+243.5%
MXL vs LSCC
+1,791.9%
-1,548.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.4% | +4.6% | +5.1% |
| 7D | +15.5% | +5.2% | +10.3% | +11.7% |
| 30D | -11.3% | -9.6% | -1.7% | -4.2% |
| 3M | -16.1% | -17.8% | +1.7% | +1.5% |
| 6M | +323.0% | +37.4% | +285.6% | +271.1% |
| YTD | +281.5% | +59.7% | +221.8% | +201.4% |
| 1Y | +319.3% | +76.2% | +243.1% | +210.9% |
| 3Y | +189.4% | +28.2% | +161.2% | +139.9% |
| 5Y | +26.0% | +87.2% | -61.2% | -18.5% |
| 10Y | +243.5% | +1,795.0% | -1,551.5% | -13.8% |
| All | +243.5% | +1,791.9% | -1,548.5% | -13.8% |
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