+550.0%
LNG vs EFV
+169.9%
+380.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.6% |
| 7D | -4.7% | -0.8% | -3.9% | -4.1% |
| 30D | +3.8% | +0.6% | +3.2% | +3.3% |
| 3M | +16.2% | +7.5% | +8.6% | +9.7% |
| 6M | +11.7% | +13.0% | -1.3% | +0.6% |
| YTD | +44.2% | +18.3% | +25.9% | +24.9% |
| 1Y | +18.6% | +26.7% | -8.2% | -3.0% |
| 3Y | +77.4% | +89.6% | -12.2% | +3.1% |
| 5Y | +232.3% | +98.2% | +134.1% | +83.9% |
| All | +550.0% | +169.9% | +380.1% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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