+364.9%
MXL vs LNT
+8.4%
+356.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.6% |
| 7D | +18.9% | -1.0% | +19.9% | +17.9% |
| 30D | +0.3% | -4.2% | +4.6% | -2.7% |
| 3M | -8.0% | -6.7% | -1.4% | -13.5% |
| 6M | +341.2% | -3.6% | +344.8% | +319.9% |
| YTD | +327.8% | +5.9% | +321.9% | +326.8% |
| 1Y | +364.9% | +7.3% | +357.6% | +357.9% |
| All | +364.9% | +8.4% | +356.5% | +357.9% |
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