+282.4%
MXL vs LNT
+612.9%
-330.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.1% | +8.6% | +8.0% |
| 7D | +19.0% | +0.2% | +18.8% | +18.9% |
| 30D | +4.5% | -0.5% | +5.0% | +4.7% |
| 3M | -1.5% | -5.5% | +4.0% | 0.0% |
| 6M | +348.6% | -3.8% | +352.4% | +349.5% |
| YTD | +310.3% | +6.8% | +303.4% | +290.5% |
| 1Y | +344.7% | +9.3% | +335.4% | +316.8% |
| 3Y | +211.2% | +47.9% | +163.3% | +143.3% |
| 5Y | +34.8% | +31.6% | +3.2% | +9.6% |
| 10Y | +286.5% | +150.1% | +136.4% | +97.7% |
| All | +282.4% | +612.9% | -330.5% | -42.4% |
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