+211.6%
LNG vs ECL
+37.9%
+173.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.7% |
| 7D | +10.9% | -0.5% | +11.4% | +11.0% |
| 30D | +8.1% | +6.6% | +1.5% | +7.4% |
| 3M | +15.7% | +9.6% | +6.1% | +14.5% |
| 6M | +27.2% | +21.6% | +5.6% | +24.2% |
| YTD | +60.7% | +16.9% | +43.8% | +56.9% |
| 1Y | +46.3% | +17.9% | +28.4% | +42.6% |
| 3Y | +85.6% | +76.5% | +9.1% | +67.2% |
| 5Y | +211.6% | +36.6% | +175.0% | +194.7% |
| All | +211.6% | +37.9% | +173.7% | +194.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling