+2,523.1%
MULL vs LNT
+19.9%
+2,503.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.9% | +11.8% |
| 7D | +17.3% | -0.1% | +17.4% | +17.3% |
| 30D | +23.5% | -3.2% | +26.7% | +21.2% |
| 3M | -24.0% | -4.1% | -19.9% | -25.2% |
| 6M | +276.7% | -4.6% | +281.3% | +271.4% |
| YTD | +565.1% | +7.0% | +558.1% | +549.9% |
| 1Y | +2,802.6% | +8.3% | +2,794.3% | +2,701.7% |
| All | +2,523.1% | +19.9% | +2,503.2% | +2,475.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling