+286.6%
ELF vs LNT
+185.4%
+101.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.9% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | +5.0% | +9.9% | -5.0% | +1.8% |
| 3M | +22.6% | +4.8% | +17.8% | +20.6% |
| 6M | +104.0% | +2.2% | +101.8% | +101.8% |
| YTD | +49.3% | +15.9% | +33.4% | +41.2% |
| 1Y | +46.0% | +10.6% | +35.5% | +40.3% |
| 3Y | +19.4% | +66.1% | -46.7% | -2.3% |
| 5Y | +262.0% | +55.6% | +206.4% | +198.2% |
| All | +286.6% | +185.4% | +101.1% | +187.7% |
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 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