+40.5%
MXL vs LTH
+150.3%
-109.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | +16.6% | -3.7% | +20.4% | +18.3% |
| 30D | +0.5% | -5.3% | +5.8% | +2.7% |
| 3M | -3.6% | +24.2% | -27.8% | -13.2% |
| 6M | +328.0% | +54.8% | +273.2% | +247.4% |
| YTD | +297.8% | +56.1% | +241.8% | +219.9% |
| 1Y | +339.4% | +45.5% | +293.9% | +262.6% |
| 3Y | +201.7% | +155.9% | +45.8% | +92.5% |
| All | +40.5% | +150.3% | -109.8% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling