+297.0%
MXL vs LTH
+84.0%
+213.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.3% | -17.5% | -11.4% |
| 7D | -24.3% | +9.9% | -34.2% | -24.7% |
| 30D | -46.1% | +18.3% | -64.4% | -46.7% |
| 3M | -21.8% | +5.9% | -27.8% | -21.8% |
| 6M | -27.2% | +80.3% | -107.6% | -37.5% |
| YTD | +226.2% | +78.3% | +147.9% | +185.3% |
| 1Y | +297.0% | +81.0% | +216.0% | +245.5% |
| All | +297.0% | +84.0% | +213.0% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling