+213.6%
LNG vs ELF
+272.3%
-58.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.2% | -0.3% |
| 7D | +11.3% | +1.6% | +9.7% | +11.3% |
| 30D | +10.6% | +9.1% | +1.5% | +10.3% |
| 3M | +16.1% | +28.2% | -12.0% | +15.3% |
| 6M | +29.6% | +119.5% | -90.0% | +26.2% |
| YTD | +60.3% | +55.2% | +5.2% | +57.5% |
| 1Y | +46.1% | +58.6% | -12.5% | +43.3% |
| 3Y | +85.9% | +21.3% | +64.7% | +75.8% |
| All | +213.6% | +272.3% | -58.7% | +145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling