+552.1%
LNG vs ELF
+334.6%
+217.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.9% | -0.6% | -5.1% |
| 7D | -6.2% | -1.2% | -5.0% | -6.1% |
| 30D | +8.0% | +5.9% | +2.1% | +7.5% |
| 3M | +16.9% | +99.5% | -82.6% | +10.6% |
| 6M | +8.7% | +26.5% | -17.9% | +6.1% |
| YTD | +43.0% | +37.2% | +5.8% | +38.1% |
| 1Y | +19.4% | -24.4% | +43.8% | +20.3% |
| 3Y | +74.7% | -23.3% | +98.0% | +67.7% |
| 5Y | +222.4% | +245.2% | -22.7% | +148.9% |
| All | +552.1% | +334.6% | +217.5% | +353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling