+159.9%
MXL vs LSCC
+1,333.6%
-1,173.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -2.1% |
| 7D | -15.9% | +5.0% | -20.9% | -17.4% |
| 30D | -44.0% | -11.7% | -32.3% | -37.7% |
| 3M | -21.3% | -13.3% | -8.0% | -9.5% |
| 6M | -46.1% | -12.5% | -33.5% | -35.3% |
| YTD | +208.8% | +51.2% | +157.6% | +161.0% |
| 1Y | +255.5% | +65.9% | +189.7% | +182.9% |
| 3Y | +223.3% | +95.3% | +128.0% | +115.7% |
| 5Y | -18.1% | +38.6% | -56.7% | -35.6% |
| 10Y | +159.9% | +1,352.3% | -1,192.4% | -26.8% |
| All | +159.9% | +1,333.6% | -1,173.7% | -26.8% |
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