+229.4%
LNG vs VFC
-79.1%
+308.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -6.7% | -2.3% | -4.4% | -6.6% |
| 30D | +3.9% | -13.4% | +17.2% | +4.5% |
| 3M | +15.5% | -23.7% | +39.2% | +16.6% |
| 6M | +10.5% | -24.5% | +35.0% | +11.4% |
| YTD | +43.0% | -27.8% | +70.8% | +44.4% |
| 1Y | +18.9% | -13.5% | +32.3% | +18.2% |
| 3Y | +74.7% | -27.1% | +101.8% | +69.7% |
| All | +229.4% | -79.1% | +308.5% | +274.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling