+550.0%
LNG vs LVS
0.0%
+550.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -4.7% | -3.5% | -1.2% | -3.9% |
| 30D | +3.8% | -6.2% | +10.1% | +5.3% |
| 3M | +16.2% | -14.8% | +31.0% | +20.2% |
| 6M | +11.7% | -20.9% | +32.6% | +17.0% |
| YTD | +44.2% | -33.0% | +77.3% | +56.5% |
| 1Y | +18.6% | -20.0% | +38.6% | +22.3% |
| 3Y | +77.4% | -6.9% | +84.3% | +70.5% |
| 5Y | +232.3% | +9.1% | +223.2% | +187.1% |
| All | +550.0% | 0.0% | +550.0% | +455.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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