+32.2%
LNG vs MULL
+2,337.2%
-2,305.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -4.7% | -8.4% | +3.7% | -4.6% |
| 30D | +3.8% | +9.7% | -5.9% | +3.7% |
| 3M | +16.2% | -26.8% | +42.9% | +15.9% |
| 6M | +11.7% | +220.7% | -209.0% | +5.1% |
| YTD | +44.2% | +509.0% | -464.8% | +28.5% |
| 1Y | +18.6% | +1,739.5% | -1,721.0% | -5.7% |
| All | +32.2% | +2,337.2% | -2,305.0% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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