M11 fuel economy

I have a FL with an M11 in it. 400hp with 4.11
I was getting on ave 8-9 mpg in the warm weather. As soon as the cold hit it dropped to 5.6-6 mpg. Is this normal or is there something I should look into?
Since the drop I've done a topset, changed air filter, changed thermo, pressure tested the CAC, re-configured the ECM, checked exhaust, Also changed the turbo(it was going anyway)
Nothing seems to have made a difference. For an engine to be so good in the warm weather and so bad in the cold doesn't seem right. I know it will drop in the cold with winter diesel, weather conditions...etc. But it just like too much

 

Thanks. I understand all the variables that effect fuel. All other engines I have run usually saw a mile per gallon drop in winter on ave. Maybe 1.5. But I'm down 2.5 to 3. Just wondering if there is something I'm missing, or is this just what to expect from an M11. Other than this fuel problem is been a great engine.

 

I get that. I don't howerver, think that a few lightbulbs will cause up to 3mpg loss.