+80.0%
LNG vs VIK
+225.3%
-145.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | -6.7% | -0.8% | -5.9% | -6.7% |
| 30D | +3.9% | -18.0% | +21.9% | +5.2% |
| 3M | +15.5% | -5.8% | +21.3% | +15.3% |
| 6M | +10.5% | +17.2% | -6.6% | +6.7% |
| YTD | +43.0% | +19.1% | +23.8% | +36.8% |
| 1Y | +18.9% | +33.6% | -14.8% | +10.3% |
| All | +80.0% | +225.3% | -145.3% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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