+330.2%
LNG vs ELAN
-28.2%
+358.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -4.7% | -5.4% | +0.8% | -3.8% |
| 30D | +3.8% | +4.7% | -0.9% | +2.9% |
| 3M | +16.2% | -3.7% | +19.8% | +16.4% |
| 6M | +11.7% | -1.2% | +12.9% | +10.3% |
| YTD | +44.2% | +2.4% | +41.8% | +41.0% |
| 1Y | +18.6% | +23.4% | -4.8% | +11.3% |
| 3Y | +77.4% | +96.7% | -19.3% | +41.5% |
| 5Y | +232.3% | -30.6% | +262.9% | +252.0% |
| All | +330.2% | -28.2% | +358.3% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling