+24.4%
LNG vs ELAN
+41.2%
-16.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +3.4% | +1.6% | +1.8% | +3.6% |
| 30D | +14.9% | -6.6% | +21.4% | +13.8% |
| 3M | +21.4% | -0.8% | +22.2% | +21.4% |
| 6M | +17.8% | +0.2% | +17.6% | +19.7% |
| YTD | +51.3% | +8.3% | +43.0% | +54.6% |
| 1Y | +24.4% | +40.2% | -15.8% | +31.8% |
| All | +24.4% | +41.2% | -16.8% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling