+800.2%
LNG vs ECL
+197.5%
+602.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.8% |
| 7D | +11.3% | +2.9% | +8.5% | +10.3% |
| 30D | +10.6% | +7.5% | +3.1% | +7.9% |
| 3M | +16.1% | +12.2% | +3.9% | +11.5% |
| 6M | +29.6% | +24.6% | +5.0% | +19.5% |
| YTD | +60.3% | +18.8% | +41.6% | +49.1% |
| 1Y | +46.1% | +19.3% | +26.8% | +35.4% |
| 3Y | +85.9% | +78.2% | +7.7% | +44.4% |
| 5Y | +210.8% | +38.8% | +172.0% | +165.7% |
| All | +800.2% | +197.5% | +602.7% | +398.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling