+631.1%
LNG vs ELF
+391.6%
+239.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.2% | -0.5% |
| 7D | +11.3% | +1.6% | +9.7% | +11.2% |
| 30D | +10.6% | +9.1% | +1.5% | +9.8% |
| 3M | +16.1% | +28.2% | -12.0% | +13.9% |
| 6M | +29.6% | +119.5% | -90.0% | +21.4% |
| YTD | +60.3% | +55.2% | +5.2% | +53.3% |
| 1Y | +46.1% | +58.6% | -12.5% | +39.3% |
| 3Y | +85.9% | +21.3% | +64.7% | +70.5% |
| 5Y | +210.8% | +276.2% | -65.4% | +138.9% |
| 10Y | +808.8% | +337.0% | +471.8% | +529.3% |
| All | +631.1% | +391.6% | +239.5% | +403.7% |
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