+222.1%
LNG vs EFX
-36.2%
+258.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -4.7% | -4.5% | -0.1% | -4.1% |
| 30D | +3.8% | -6.1% | +9.9% | +4.5% |
| 3M | +16.2% | +6.2% | +10.0% | +14.5% |
| 6M | +11.7% | -11.2% | +22.9% | +12.7% |
| YTD | +44.2% | -21.4% | +65.6% | +48.1% |
| 1Y | +18.6% | -34.3% | +52.9% | +25.5% |
| 3Y | +77.4% | -12.5% | +89.9% | +76.3% |
| All | +222.1% | -36.2% | +258.3% | +244.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling