-17.3%
MXL vs LSCC
+36.6%
-53.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +8.4% | +5.2% | +6.8% |
| 7D | -8.8% | +19.3% | -28.2% | -19.9% |
| 30D | -41.9% | -9.6% | -32.2% | -35.8% |
| 3M | -25.4% | -12.4% | -13.0% | -13.6% |
| 6M | -44.0% | -10.5% | -33.5% | -33.0% |
| YTD | +220.8% | +54.8% | +166.0% | +160.5% |
| 1Y | +278.8% | +79.4% | +199.4% | +176.7% |
| 3Y | +249.4% | +109.6% | +139.8% | +105.1% |
| 5Y | -17.3% | +40.4% | -57.7% | -39.3% |
| All | -17.3% | +36.6% | -53.9% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling