+550.0%
LNG vs MXL
+313.4%
+236.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | -0.6% |
| 7D | -4.7% | +18.9% | -23.5% | -6.4% |
| 30D | +3.8% | +0.3% | +3.5% | +3.3% |
| 3M | +16.2% | -8.0% | +24.2% | +14.0% |
| 6M | +11.7% | +341.2% | -329.5% | -15.4% |
| YTD | +44.2% | +327.8% | -283.6% | +9.1% |
| 1Y | +18.6% | +364.9% | -346.3% | -12.3% |
| 3Y | +77.4% | +229.2% | -151.8% | +26.5% |
| 5Y | +232.3% | +42.8% | +189.5% | +160.7% |
| All | +550.0% | +313.4% | +236.6% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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