+192.5%
ECHO vs LNG
+562.2%
-369.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +3.7% | -4.7% | +8.4% | +5.0% |
| 30D | +0.7% | +3.8% | -3.1% | -0.6% |
| 3M | -27.3% | +16.2% | -43.5% | -30.8% |
| 6M | -17.0% | +11.7% | -28.7% | -20.9% |
| YTD | -14.3% | +44.2% | -58.5% | -24.7% |
| 1Y | +20.9% | +18.6% | +2.3% | +12.6% |
| 3Y | +423.0% | +77.4% | +345.6% | +326.3% |
| 5Y | +265.7% | +232.3% | +33.4% | +135.1% |
| All | +192.5% | +562.2% | -369.7% | +50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling