+222.1%
LNG vs MXL
+40.1%
+182.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | -0.2% |
| 7D | -4.7% | +18.9% | -23.5% | -5.5% |
| 30D | +3.8% | +0.3% | +3.5% | +3.6% |
| 3M | +16.2% | -8.0% | +24.2% | +15.1% |
| 6M | +11.7% | +341.2% | -329.5% | -4.2% |
| YTD | +44.2% | +327.8% | -283.6% | +23.6% |
| 1Y | +18.6% | +364.9% | -346.3% | +0.2% |
| 3Y | +77.4% | +229.2% | -151.8% | +46.9% |
| All | +222.1% | +40.1% | +182.0% | +194.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling