+1,963.8%
LNT vs MLM
+2,961.7%
-997.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.3% |
| 7D | -0.1% | -2.9% | +2.8% | +0.5% |
| 30D | -3.2% | -6.8% | +3.6% | -1.9% |
| 3M | -4.1% | -11.2% | +7.2% | -2.0% |
| 6M | -4.6% | -21.8% | +17.3% | -0.3% |
| YTD | +7.0% | -17.0% | +24.0% | +10.3% |
| 1Y | +8.3% | -16.4% | +24.7% | +11.3% |
| 3Y | +51.0% | +14.5% | +36.5% | +44.4% |
| 5Y | +30.2% | +41.7% | -11.6% | +17.8% |
| 10Y | +143.6% | +200.0% | -56.4% | +81.0% |
| All | +1,963.8% | +2,961.7% | -997.9% | +836.4% |
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