+17.0%
MXL vs LSCC
+82.7%
-65.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +4.0% |
| 7D | +1.6% | +1.3% | +0.3% | +0.7% |
| 30D | -7.0% | -9.7% | +2.7% | +1.6% |
| 3M | -33.4% | -23.7% | -9.7% | -12.8% |
| 6M | +260.2% | +26.5% | +233.7% | +229.2% |
| YTD | +260.0% | +57.5% | +202.4% | +178.1% |
| 1Y | +303.5% | +75.7% | +227.8% | +187.6% |
| 3Y | +160.4% | +19.5% | +141.0% | +123.3% |
| All | +17.0% | +82.7% | -65.8% | -36.9% |
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