+475.1%
MULL vs LNT
+13.9%
+461.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.3% | -16.0% | -9.2% |
| 7D | -35.9% | +7.2% | -43.1% | -25.5% |
| 30D | -47.3% | +15.6% | -63.0% | -29.7% |
| 3M | -30.6% | +5.2% | -35.8% | -21.1% |
| 6M | +13.7% | +1.7% | +12.0% | +31.5% |
| YTD | +272.1% | +17.0% | +255.1% | +425.1% |
| 1Y | +475.1% | +14.2% | +460.8% | +707.9% |
| All | +475.1% | +13.9% | +461.1% | +707.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 1y: compounded portfolio wealth divided by compounded LNT 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…
1y analysis · Full analysis span regression · 6 months rolling