+27.2%
MXL vs LTH
+160.9%
-133.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +1.6% | -0.6% | +2.3% | +1.9% |
| 30D | -7.0% | -4.6% | -2.4% | -5.2% |
| 3M | -33.4% | +32.8% | -66.2% | -41.5% |
| 6M | +260.2% | +64.6% | +195.5% | +185.1% |
| YTD | +260.0% | +62.6% | +197.3% | +185.0% |
| 1Y | +303.5% | +49.9% | +253.5% | +229.4% |
| 3Y | +160.4% | +151.3% | +9.1% | +67.5% |
| All | +27.2% | +160.9% | -133.7% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling