+241.6%
LNG vs MLM
+41.9%
+199.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.2% |
| 7D | +3.4% | -2.9% | +6.3% | +3.8% |
| 30D | +14.9% | -6.8% | +21.7% | +15.9% |
| 3M | +21.4% | -11.2% | +32.6% | +22.9% |
| 6M | +17.8% | -21.8% | +39.6% | +22.0% |
| YTD | +51.3% | -17.0% | +68.3% | +54.2% |
| 1Y | +24.4% | -16.4% | +40.8% | +26.4% |
| 3Y | +79.7% | +14.5% | +65.2% | +65.0% |
| All | +241.6% | +41.9% | +199.7% | +194.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling