+9,506.4%
LNG vs MXL
+286.3%
+9,220.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.2% |
| 7D | -4.5% | +16.6% | -21.1% | -6.9% |
| 30D | +4.7% | +0.5% | +4.2% | +3.7% |
| 3M | +15.1% | -3.6% | +18.8% | +10.7% |
| 6M | +13.6% | +328.0% | -314.5% | -23.7% |
| YTD | +44.0% | +297.8% | -253.9% | -2.6% |
| 1Y | +18.4% | +339.4% | -321.1% | -22.7% |
| 3Y | +75.9% | +201.7% | -125.9% | +9.6% |
| 5Y | +231.7% | +32.8% | +198.9% | +131.3% |
| 10Y | +549.0% | +274.8% | +274.2% | +184.9% |
| All | +9,506.4% | +286.3% | +9,220.1% | +3,380.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling