+2,330.7%
MULL vs LNT
+18.6%
+2,312.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.4% | -9.8% |
| 7D | +3.6% | -1.1% | +4.7% | +3.0% |
| 30D | +22.0% | -1.9% | +24.0% | +20.7% |
| 3M | -8.6% | -7.2% | -1.5% | -11.6% |
| 6M | +248.5% | -3.9% | +252.4% | +241.7% |
| YTD | +516.3% | +5.9% | +510.4% | +498.8% |
| 1Y | +2,036.6% | +8.4% | +2,028.3% | +1,941.9% |
| All | +2,330.7% | +18.6% | +2,312.1% | +2,272.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling