+77.4%
LNG vs VIVK
-100.0%
+177.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.3% |
| 7D | -4.7% | -4.4% | -0.3% | -4.6% |
| 30D | +3.8% | -40.8% | +44.6% | +4.3% |
| 3M | +16.2% | -94.1% | +110.3% | +18.6% |
| 6M | +11.7% | -98.2% | +109.9% | +14.4% |
| YTD | +44.2% | -98.0% | +142.2% | +46.4% |
| 1Y | +18.6% | -100.0% | +118.5% | +24.7% |
| 3Y | +77.4% | -100.0% | +177.4% | +88.4% |
| All | +77.4% | -100.0% | +177.4% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling