+18.6%
LNG vs ELF
-28.2%
+46.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | -4.7% | -11.6% | +7.0% | -5.3% |
| 30D | +3.8% | +4.6% | -0.8% | +4.3% |
| 3M | +16.2% | +59.7% | -43.5% | +19.5% |
| 6M | +11.7% | +21.2% | -9.5% | +14.3% |
| YTD | +44.2% | +27.4% | +16.8% | +47.4% |
| 1Y | +18.6% | -29.8% | +48.4% | +20.1% |
| All | +18.6% | -28.2% | +46.8% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling