+557.6%
LNG vs ELF
+303.8%
+253.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -4.7% | -11.6% | +7.0% | -3.8% |
| 30D | +3.8% | +4.6% | -0.8% | +3.4% |
| 3M | +16.2% | +59.7% | -43.5% | +11.8% |
| 6M | +11.7% | +21.2% | -9.5% | +9.4% |
| YTD | +44.2% | +27.4% | +16.8% | +40.0% |
| 1Y | +18.6% | -29.8% | +48.4% | +20.1% |
| 3Y | +77.4% | -28.5% | +105.9% | +71.0% |
| 5Y | +232.3% | +220.0% | +12.2% | +157.9% |
| All | +557.6% | +303.8% | +253.8% | +360.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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