+57,331.1%
LNG vs ELV
+2,378.1%
+54,953.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.4% |
| 7D | -6.7% | -2.2% | -4.5% | -6.0% |
| 30D | +3.9% | -0.2% | +4.1% | +3.9% |
| 3M | +15.5% | -6.1% | +21.6% | +17.5% |
| 6M | +10.5% | +42.8% | -32.3% | -3.5% |
| YTD | +43.0% | +14.4% | +28.6% | +33.6% |
| 1Y | +18.9% | +28.6% | -9.7% | +5.7% |
| 3Y | +74.7% | -7.4% | +82.1% | +68.3% |
| 5Y | +231.2% | +14.5% | +216.8% | +184.2% |
| 10Y | +544.5% | +257.4% | +287.1% | +212.3% |
| All | +57,331.1% | +2,378.1% | +54,953.0% | +13,983.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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