+46.1%
LNG vs ECL
+19.9%
+26.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | +0.2% |
| 7D | +11.3% | +2.9% | +8.5% | +12.1% |
| 30D | +10.6% | +7.5% | +3.1% | +13.0% |
| 3M | +16.1% | +12.2% | +3.9% | +20.2% |
| 6M | +29.6% | +24.6% | +5.0% | +39.0% |
| YTD | +60.3% | +18.8% | +41.6% | +67.6% |
| 1Y | +46.1% | +19.3% | +26.8% | +52.7% |
| All | +46.1% | +19.9% | +26.2% | +52.7% |
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 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