+36.0%
LNG vs MLM
-12.5%
+48.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.3% | +3.2% |
| 7D | -8.4% | -3.8% | -4.5% | -9.0% |
| 30D | +2.7% | +11.0% | -8.3% | +5.1% |
| 3M | +11.7% | -3.1% | +14.8% | +10.4% |
| 6M | +19.5% | -9.8% | +29.3% | +16.8% |
| YTD | +48.0% | -14.4% | +62.3% | +45.5% |
| All | +36.0% | -12.5% | +48.5% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling