+42.6%
LNG vs ECL
+23.8%
+18.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.4% | -9.5% | -5.1% |
| 7D | -1.9% | +7.7% | -9.7% | +0.2% |
| 30D | +6.2% | +13.7% | -7.5% | +10.3% |
| 3M | +13.7% | +11.6% | +2.2% | +17.4% |
| 6M | +7.5% | +23.9% | -16.4% | +15.1% |
| YTD | +51.3% | +21.0% | +30.3% | +59.1% |
| 1Y | +42.6% | +23.1% | +19.5% | +51.0% |
| All | +42.6% | +23.8% | +18.9% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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