+185.0%
LNT vs MLM
+140.5%
+44.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -0.2% | -5.8% | +5.6% | +1.0% |
| 30D | +11.6% | +9.8% | +1.8% | +9.5% |
| 3M | +8.2% | -5.2% | +13.3% | +9.2% |
| 6M | +3.1% | -10.3% | +13.4% | +5.0% |
| YTD | +16.8% | -15.5% | +32.2% | +19.9% |
| 1Y | +11.6% | -15.0% | +26.7% | +14.4% |
| 3Y | +67.4% | +17.5% | +49.9% | +58.6% |
| 5Y | +56.8% | +30.5% | +26.2% | +43.0% |
| 10Y | +185.0% | +145.5% | +39.5% | +119.3% |
| All | +185.0% | +140.5% | +44.5% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling