+1,178.8%
LNG vs ECL
+8,181.1%
-7,002.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +3.4% | -2.6% | +6.0% | +4.7% |
| 30D | +14.9% | -2.2% | +17.0% | +15.9% |
| 3M | +21.4% | +10.1% | +11.3% | +15.2% |
| 6M | +17.8% | -5.7% | +23.5% | +19.4% |
| YTD | +51.3% | +7.0% | +44.3% | +43.9% |
| 1Y | +24.4% | +2.7% | +21.8% | +20.3% |
| 3Y | +79.7% | +57.7% | +22.0% | +37.2% |
| 5Y | +241.3% | +31.1% | +210.2% | +174.9% |
| 10Y | +603.1% | +150.9% | +452.3% | +284.0% |
| All | +1,178.8% | +8,181.1% | -7,002.3% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling