+304.8%
MXL vs LTH
+79.8%
+225.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.5% | -5.4% |
| 7D | +13.4% | -1.3% | +14.7% | +13.5% |
| 30D | -29.2% | +15.7% | -44.9% | -30.1% |
| 3M | -27.2% | +5.0% | -32.2% | -27.2% |
| 6M | -36.4% | +37.7% | -74.1% | -41.1% |
| YTD | +220.0% | +75.0% | +145.0% | +176.6% |
| 1Y | +304.8% | +82.6% | +222.1% | +244.8% |
| All | +304.8% | +79.8% | +225.0% | +244.8% |
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