+44.9%
MXL vs LTH
+152.0%
-107.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.7% | +9.2% | +8.2% |
| 7D | +19.0% | -4.0% | +23.0% | +20.8% |
| 30D | +4.5% | -1.7% | +6.2% | +5.1% |
| 3M | -1.5% | +28.0% | -29.5% | -12.4% |
| 6M | +348.6% | +54.1% | +294.6% | +264.9% |
| YTD | +310.3% | +57.1% | +253.2% | +229.1% |
| 1Y | +344.7% | +45.8% | +298.9% | +266.8% |
| 3Y | +211.2% | +157.6% | +53.6% | +98.0% |
| All | +44.9% | +152.0% | -107.0% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling