+700.5%
LNG vs MLM
+167.5%
+533.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.3% | +2.0% |
| 7D | -8.4% | -3.8% | -4.5% | -7.3% |
| 30D | +2.7% | +11.0% | -8.3% | -0.6% |
| 3M | +11.7% | -3.1% | +14.8% | +12.5% |
| 6M | +19.5% | -9.8% | +29.3% | +21.8% |
| YTD | +48.0% | -14.4% | +62.3% | +52.0% |
| 1Y | +38.4% | -12.6% | +50.9% | +40.9% |
| 3Y | +71.9% | +19.7% | +52.1% | +52.5% |
| 5Y | +179.9% | +29.8% | +150.1% | +134.8% |
| 10Y | +700.5% | +153.5% | +547.0% | +374.3% |
| All | +700.5% | +167.5% | +533.0% | +374.3% |
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 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