+338.3%
ELF vs LNT
+150.7%
+187.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.8% | +6.0% |
| 7D | +4.0% | +1.4% | +2.6% | +3.5% |
| 30D | +10.6% | +12.3% | -1.7% | +6.6% |
| 3M | +25.8% | +5.3% | +20.5% | +23.6% |
| 6M | +89.1% | +2.0% | +87.0% | +87.0% |
| YTD | +52.7% | +15.3% | +37.5% | +44.7% |
| 1Y | +51.7% | +12.3% | +39.5% | +44.9% |
| 3Y | +14.2% | +59.1% | -44.9% | -5.0% |
| 5Y | +270.7% | +51.7% | +219.0% | +208.8% |
| 10Y | +341.9% | +170.1% | +171.8% | +230.0% |
| All | +338.3% | +150.7% | +187.6% | +237.9% |
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