+550.0%
LNG vs VFC
-69.1%
+619.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.4% |
| 7D | -4.7% | -1.4% | -3.3% | -4.5% |
| 30D | +3.8% | -9.0% | +12.8% | +5.1% |
| 3M | +16.2% | -24.2% | +40.3% | +19.9% |
| 6M | +11.7% | -18.5% | +30.2% | +13.2% |
| YTD | +44.2% | -25.9% | +70.1% | +47.9% |
| 1Y | +18.6% | -13.0% | +31.6% | +17.5% |
| 3Y | +77.4% | -20.3% | +97.7% | +61.9% |
| 5Y | +232.3% | -78.1% | +310.3% | +336.9% |
| All | +550.0% | -69.1% | +619.1% | +663.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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