+222.1%
LNG vs EFV
+95.9%
+126.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -4.7% | -0.8% | -3.9% | -4.3% |
| 30D | +3.8% | +0.6% | +3.2% | +3.5% |
| 3M | +16.2% | +7.5% | +8.6% | +12.0% |
| 6M | +11.7% | +13.0% | -1.3% | +4.4% |
| YTD | +44.2% | +18.3% | +25.9% | +30.8% |
| 1Y | +18.6% | +26.7% | -8.2% | +3.0% |
| 3Y | +77.4% | +89.6% | -12.2% | +18.9% |
| All | +222.1% | +95.9% | +126.2% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling