+143.7%
LEN vs MLM
+149.0%
-5.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.1% |
| 7D | +0.7% | -2.9% | +3.5% | +2.4% |
| 30D | +13.0% | +10.4% | +2.6% | +6.8% |
| 3M | +1.9% | -3.7% | +5.6% | +4.2% |
| 6M | -0.7% | -10.3% | +9.5% | +5.4% |
| YTD | -13.8% | -14.8% | +1.0% | -6.0% |
| 1Y | -28.1% | -13.9% | -14.2% | -22.0% |
| 3Y | -22.8% | +18.4% | -41.2% | -30.5% |
| 5Y | -7.4% | +31.8% | -39.2% | -22.4% |
| 10Y | +143.7% | +143.4% | +0.3% | +34.6% |
| All | +143.7% | +149.0% | -5.3% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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