+2,444.0%
MULL vs LNT
+21.0%
+2,422.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -2.5% |
| 7D | +14.0% | +1.0% | +13.0% | +14.6% |
| 30D | +24.8% | -1.1% | +25.9% | +24.0% |
| 3M | -16.1% | -3.6% | -12.5% | -17.4% |
| 6M | +330.9% | -2.7% | +333.6% | +327.0% |
| YTD | +545.0% | +8.0% | +537.0% | +533.6% |
| 1Y | +2,427.1% | +10.5% | +2,416.7% | +2,342.3% |
| All | +2,444.0% | +21.0% | +2,422.9% | +2,410.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling