+229.2%
MXL vs LNT
+46.9%
+182.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +18.9% | -1.0% | +19.9% | +18.7% |
| 30D | +0.3% | -4.2% | +4.6% | 0.0% |
| 3M | -8.0% | -6.7% | -1.4% | -9.1% |
| 6M | +341.2% | -3.6% | +344.8% | +334.8% |
| YTD | +327.8% | +5.9% | +321.9% | +317.8% |
| 1Y | +364.9% | +7.3% | +357.6% | +352.0% |
| 3Y | +229.2% | +46.5% | +182.7% | +193.7% |
| All | +229.2% | +46.9% | +182.3% | +193.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling