+1,108.8%
LNG vs VFC
+431.9%
+677.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -5.0% |
| 7D | -6.2% | +0.8% | -7.0% | -6.4% |
| 30D | +8.0% | -11.9% | +19.9% | +11.7% |
| 3M | +16.9% | -20.2% | +37.1% | +22.2% |
| 6M | +8.7% | -23.0% | +31.6% | +13.5% |
| YTD | +43.0% | -26.2% | +69.2% | +50.2% |
| 1Y | +19.4% | -13.3% | +32.8% | +17.8% |
| 3Y | +74.7% | -25.5% | +100.2% | +52.2% |
| 5Y | +222.4% | -78.1% | +300.5% | +321.6% |
| 10Y | +532.2% | -68.8% | +601.0% | +559.7% |
| All | +1,108.8% | +431.9% | +677.0% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling