+14,552.6%
LNG vs VCLT
+103.3%
+14,449.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.4% | -5.5% |
| 7D | -6.2% | +0.3% | -6.5% | -6.1% |
| 30D | +8.0% | -0.6% | +8.6% | +8.0% |
| 3M | +16.9% | -2.2% | +19.2% | +16.8% |
| 6M | +8.7% | -2.9% | +11.6% | +8.5% |
| YTD | +43.0% | -2.1% | +45.1% | +42.9% |
| 1Y | +19.4% | -2.6% | +22.0% | +19.3% |
| 3Y | +74.7% | +12.5% | +62.2% | +75.9% |
| 5Y | +222.4% | -15.3% | +237.7% | +208.5% |
| 10Y | +532.2% | +16.6% | +515.6% | +602.6% |
| All | +14,552.6% | +103.3% | +14,449.3% | +31,688.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling