+132.3%
LEN vs MLM
+140.0%
-7.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.4% |
| 7D | -8.7% | -2.0% | -6.8% | -7.6% |
| 30D | +11.6% | +9.5% | +2.0% | +5.9% |
| 3M | -1.3% | -4.7% | +3.5% | +1.6% |
| 6M | -1.4% | -10.7% | +9.3% | +5.0% |
| YTD | -16.9% | -16.6% | -0.3% | -8.2% |
| 1Y | -31.2% | -15.4% | -15.8% | -24.5% |
| 3Y | -25.6% | +15.9% | -41.5% | -32.2% |
| 5Y | -13.3% | +27.1% | -40.4% | -25.9% |
| All | +132.3% | +140.0% | -7.7% | +29.2% |
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