+3,157.9%
LEN vs MLM
+3,039.4%
+118.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +2.7% |
| 7D | +7.2% | -1.2% | +8.4% | +8.1% |
| 30D | +19.1% | +7.9% | +11.1% | +13.4% |
| 3M | +4.9% | -4.5% | +9.4% | +8.0% |
| 6M | +7.6% | -12.6% | +20.2% | +16.8% |
| YTD | -8.9% | -14.9% | +6.0% | +0.2% |
| 1Y | -22.7% | -13.1% | -9.7% | -16.1% |
| 3Y | -16.8% | +21.2% | -38.1% | -27.7% |
| 5Y | -1.4% | +32.0% | -33.4% | -19.9% |
| 10Y | +160.3% | +195.3% | -35.1% | +10.4% |
| All | +3,157.9% | +3,039.4% | +118.5% | +350.3% |
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