+34.2%
ECHO vs LNG
+42.0%
-7.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.2% | +2.9% | -4.9% |
| 7D | +4.6% | -1.9% | +6.5% | +4.3% |
| 30D | +0.4% | +6.2% | -5.8% | +3.1% |
| 3M | +7.7% | +13.7% | -6.1% | +13.6% |
| 6M | -18.0% | +7.5% | -25.6% | -15.0% |
| YTD | -9.3% | +51.3% | -60.6% | +24.6% |
| 1Y | +34.2% | +42.6% | -8.4% | +64.7% |
| All | +34.2% | +42.0% | -7.8% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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