+293.6%
ELF vs LNT
+134.9%
+158.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.2% |
| 7D | -1.2% | +1.0% | -2.2% | -1.5% |
| 30D | +5.9% | -1.1% | +7.0% | +6.2% |
| 3M | +99.5% | -3.6% | +103.1% | +101.4% |
| 6M | +26.5% | -2.7% | +29.2% | +26.9% |
| YTD | +37.2% | +8.0% | +29.2% | +32.8% |
| 1Y | -24.4% | +10.5% | -34.9% | -27.6% |
| 3Y | -23.3% | +49.6% | -72.9% | -35.0% |
| 5Y | +245.2% | +32.2% | +212.9% | +202.6% |
| All | +293.6% | +134.9% | +158.7% | +210.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling