+1,739.5%
MULL vs LNT
+8.4%
+1,731.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -8.4% | -1.0% | -7.4% | -9.9% |
| 30D | +9.7% | -4.2% | +13.9% | +2.6% |
| 3M | -26.8% | -6.7% | -20.1% | -32.8% |
| 6M | +220.7% | -3.6% | +224.3% | +218.1% |
| YTD | +509.0% | +5.9% | +503.2% | +586.5% |
| 1Y | +1,739.5% | +7.3% | +1,732.3% | +1,994.7% |
| All | +1,739.5% | +8.4% | +1,731.1% | +1,994.7% |
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