+2,146.9%
LNT vs MLM
+3,039.4%
-892.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.7% | +0.6% |
| 7D | +4.7% | -1.2% | +5.9% | +4.9% |
| 30D | +13.0% | +7.9% | +5.1% | +11.2% |
| 3M | +5.4% | -4.5% | +9.9% | +6.2% |
| 6M | +2.0% | -12.6% | +14.7% | +4.3% |
| YTD | +16.5% | -14.9% | +31.4% | +19.4% |
| 1Y | +13.3% | -13.1% | +26.4% | +15.6% |
| 3Y | +58.7% | +21.2% | +37.5% | +50.1% |
| 5Y | +53.3% | +32.0% | +21.3% | +40.7% |
| 10Y | +173.0% | +195.3% | -22.4% | +103.5% |
| All | +2,146.9% | +3,039.4% | -892.5% | +913.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling