+313.8%
ELF vs LNT
+132.7%
+181.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | -0.1% | +5.4% | +5.4% |
| 30D | +27.0% | -3.2% | +30.2% | +28.2% |
| 3M | +113.2% | -4.1% | +117.3% | +115.4% |
| 6M | +36.6% | -4.6% | +41.1% | +37.9% |
| YTD | +44.2% | +7.0% | +37.2% | +40.0% |
| 1Y | -18.0% | +8.3% | -26.3% | -20.9% |
| 3Y | -19.9% | +51.0% | -70.9% | -32.4% |
| 5Y | +257.7% | +30.2% | +227.5% | +215.2% |
| All | +313.8% | +132.7% | +181.2% | +227.0% |
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