+696.1%
LNG vs EFV
+253.2%
+443.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.8% |
| 7D | -6.7% | -0.5% | -6.2% | -6.3% |
| 30D | +3.9% | 0.0% | +3.8% | +3.8% |
| 3M | +15.5% | +8.4% | +7.1% | +6.3% |
| 6M | +10.5% | +12.3% | -1.8% | -3.0% |
| YTD | +43.0% | +17.4% | +25.6% | +19.7% |
| 1Y | +18.9% | +27.1% | -8.3% | -8.2% |
| 3Y | +74.7% | +90.7% | -16.1% | -11.2% |
| 5Y | +231.2% | +95.6% | +135.6% | +60.8% |
| 10Y | +544.5% | +165.3% | +379.2% | +125.4% |
| All | +696.1% | +253.2% | +443.0% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling