+13.1%
MXL vs LTH
+180.7%
-167.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.5% | -6.2% |
| 7D | +13.4% | -1.3% | +14.7% | +13.9% |
| 30D | -29.2% | +15.7% | -44.9% | -33.8% |
| 3M | -27.2% | +5.0% | -32.2% | -29.4% |
| 6M | -36.4% | +37.7% | -74.1% | -45.6% |
| YTD | +220.0% | +75.0% | +145.0% | +143.3% |
| 1Y | +304.8% | +82.6% | +222.1% | +201.7% |
| 3Y | +238.5% | +241.3% | -2.8% | +91.6% |
| 5Y | -18.8% | +135.4% | -154.2% | -54.8% |
| All | +13.1% | +180.7% | -167.7% | -35.5% |
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 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