+3,056.5%
LEN vs MLM
+2,981.8%
+74.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -1.9% |
| 7D | +2.1% | -4.1% | +6.2% | +4.9% |
| 30D | +16.6% | +8.2% | +8.4% | +10.9% |
| 3M | +5.3% | -3.6% | +8.9% | +7.8% |
| 6M | -0.8% | -15.6% | +14.8% | +10.1% |
| YTD | -11.7% | -16.4% | +4.7% | -1.7% |
| 1Y | -24.6% | -14.3% | -10.3% | -17.3% |
| 3Y | -18.7% | +19.3% | -38.0% | -28.6% |
| 5Y | -4.4% | +29.6% | -34.0% | -21.5% |
| 10Y | +152.2% | +189.9% | -37.7% | +8.3% |
| All | +3,056.5% | +2,981.8% | +74.7% | +341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling