+1,108.4%
LNG vs EFX
+3,672.5%
-2,564.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.7% |
| 7D | -6.7% | -9.4% | +2.6% | -3.6% |
| 30D | +3.9% | -6.9% | +10.7% | +6.2% |
| 3M | +15.5% | +0.1% | +15.4% | +13.9% |
| 6M | +10.5% | -17.3% | +27.8% | +15.5% |
| YTD | +43.0% | -21.8% | +64.8% | +51.2% |
| 1Y | +18.9% | -32.5% | +51.4% | +31.9% |
| 3Y | +74.7% | -12.3% | +87.0% | +69.0% |
| 5Y | +231.2% | -36.6% | +267.8% | +247.6% |
| 10Y | +544.5% | +41.0% | +503.5% | +352.1% |
| All | +1,108.4% | +3,672.5% | -2,564.1% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling