+550.0%
LNG vs EFX
+42.6%
+507.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -4.7% | -4.5% | -0.1% | -3.8% |
| 30D | +3.8% | -6.1% | +9.9% | +4.9% |
| 3M | +16.2% | +6.2% | +10.0% | +14.0% |
| 6M | +11.7% | -11.2% | +22.9% | +13.0% |
| YTD | +44.2% | -21.4% | +65.6% | +49.2% |
| 1Y | +18.6% | -34.3% | +52.9% | +27.3% |
| 3Y | +77.4% | -12.5% | +89.9% | +74.8% |
| 5Y | +232.3% | -35.6% | +267.8% | +245.9% |
| All | +550.0% | +42.6% | +507.4% | +438.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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