+659.8%
LNG vs VEEV
+586.3%
+73.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -6.7% | -7.1% | +0.4% | -5.6% |
| 30D | +3.9% | +11.1% | -7.3% | +1.7% |
| 3M | +15.5% | +55.5% | -40.0% | +6.4% |
| 6M | +10.5% | +33.4% | -22.8% | +4.1% |
| YTD | +43.0% | +16.8% | +26.1% | +37.4% |
| 1Y | +18.9% | -7.7% | +26.6% | +18.9% |
| 3Y | +74.7% | +18.4% | +56.3% | +63.5% |
| 5Y | +231.2% | -14.8% | +246.0% | +221.6% |
| 10Y | +544.5% | +546.5% | -2.0% | +261.1% |
| All | +659.8% | +586.3% | +73.5% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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