+560.4%
LNG vs VIG
+617.8%
-57.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -4.5% |
| 7D | -6.2% | -0.4% | -5.8% | -5.6% |
| 30D | +8.0% | -2.1% | +10.1% | +10.9% |
| 3M | +16.9% | +3.3% | +13.6% | +11.6% |
| 6M | +8.7% | +9.3% | -0.6% | -4.3% |
| YTD | +43.0% | +10.1% | +32.9% | +24.3% |
| 1Y | +19.4% | +14.7% | +4.7% | -1.9% |
| 3Y | +74.7% | +56.9% | +17.8% | -6.9% |
| 5Y | +222.4% | +62.9% | +159.5% | +57.3% |
| 10Y | +532.2% | +241.3% | +290.9% | -8.4% |
| All | +560.4% | +617.8% | -57.4% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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