+40.4%
MXL vs LNT
+31.4%
+9.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +18.9% | -1.0% | +19.9% | +19.0% |
| 30D | +0.3% | -4.2% | +4.6% | +0.8% |
| 3M | -8.0% | -6.7% | -1.4% | -7.8% |
| 6M | +341.2% | -3.6% | +344.8% | +338.5% |
| YTD | +327.8% | +5.9% | +321.9% | +316.6% |
| 1Y | +364.9% | +7.3% | +357.6% | +350.2% |
| 3Y | +229.2% | +46.5% | +182.7% | +188.7% |
| All | +40.4% | +31.4% | +9.0% | +24.1% |
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