+222.1%
LNG vs VCLT
-17.2%
+239.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -4.7% | -1.4% | -3.3% | -4.5% |
| 30D | +3.8% | -1.2% | +5.0% | +4.0% |
| 3M | +16.2% | -4.8% | +20.9% | +17.2% |
| 6M | +11.7% | -2.6% | +14.3% | +12.0% |
| YTD | +44.2% | -3.3% | +47.6% | +44.9% |
| 1Y | +18.6% | -4.8% | +23.4% | +19.5% |
| 3Y | +77.4% | +11.5% | +65.9% | +71.0% |
| All | +222.1% | -17.2% | +239.3% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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