+132.4%
LEN vs MLM
+138.2%
-5.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.5% |
| 7D | -5.8% | -0.9% | -4.9% | -5.2% |
| 30D | +13.7% | +9.0% | +4.7% | +8.3% |
| 3M | -3.9% | -5.6% | +1.7% | -0.6% |
| 6M | -0.4% | -10.7% | +10.3% | +6.1% |
| YTD | -16.8% | -17.2% | +0.3% | -7.7% |
| 1Y | -29.5% | -14.2% | -15.3% | -23.3% |
| 3Y | -25.6% | +15.6% | -41.2% | -32.1% |
| 5Y | -13.2% | +26.2% | -39.5% | -25.6% |
| All | +132.4% | +138.2% | -5.9% | +29.8% |
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