+21.0%
LNG vs VG
-38.0%
+59.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -5.9% |
| 7D | -6.2% | -2.5% | -3.6% | -5.8% |
| 30D | +8.0% | +11.1% | -3.1% | +5.8% |
| 3M | +16.9% | +14.9% | +2.0% | +13.4% |
| 6M | +8.7% | +18.4% | -9.7% | +3.9% |
| YTD | +43.0% | +116.6% | -73.6% | +24.7% |
| 1Y | +19.4% | +9.4% | +10.1% | +13.3% |
| All | +21.0% | -38.0% | +59.0% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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