+532.2%
LNG vs MLM
+204.6%
+327.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.3% |
| 7D | -6.2% | +1.4% | -7.6% | -6.5% |
| 30D | +8.0% | -6.5% | +14.5% | +10.0% |
| 3M | +16.9% | -7.4% | +24.3% | +18.5% |
| 6M | +8.7% | -15.8% | +24.5% | +12.8% |
| YTD | +43.0% | -17.4% | +60.4% | +48.6% |
| 1Y | +19.4% | -17.9% | +37.3% | +24.0% |
| 3Y | +74.7% | +18.9% | +55.8% | +55.2% |
| 5Y | +222.4% | +43.4% | +179.0% | +160.0% |
| 10Y | +532.2% | +206.2% | +326.0% | +269.0% |
| All | +532.2% | +204.6% | +327.7% | +269.0% |
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