+253.7%
ECHO vs LNG
+788.9%
-535.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.5% | +9.5% | +4.6% |
| 7D | +8.6% | -6.2% | +14.7% | +9.3% |
| 30D | +3.8% | +8.0% | -4.2% | +2.8% |
| 3M | -19.9% | +16.9% | -36.8% | -21.5% |
| 6M | -12.1% | +8.7% | -20.7% | -13.4% |
| YTD | -14.1% | +43.0% | -57.1% | -18.1% |
| 1Y | +15.9% | +19.4% | -3.6% | +12.6% |
| 3Y | +417.8% | +74.7% | +343.1% | +381.7% |
| 5Y | +259.3% | +222.4% | +36.9% | +209.6% |
| 10Y | +192.7% | +532.2% | -339.5% | +132.1% |
| All | +253.7% | +788.9% | -535.1% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling