+11,046.4%
LNG vs VIVK
-100.0%
+11,146.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.7% |
| 7D | -4.5% | -9.5% | +5.0% | -4.5% |
| 30D | +4.7% | -35.1% | +39.8% | +4.7% |
| 3M | +15.1% | -93.4% | +108.5% | +15.3% |
| 6M | +13.6% | -98.0% | +111.5% | +13.7% |
| YTD | +44.0% | -97.9% | +141.8% | +44.1% |
| 1Y | +18.4% | -100.0% | +118.3% | +18.6% |
| 3Y | +75.9% | -100.0% | +175.8% | +76.2% |
| 5Y | +231.7% | -100.0% | +331.7% | +232.3% |
| 10Y | +549.0% | -100.0% | +649.0% | +552.8% |
| All | +11,046.4% | -100.0% | +11,146.4% | +11,224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling