+100.5%
LNG vs VLTO
+56.4%
+44.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.3% |
| 7D | +11.3% | +1.0% | +10.3% | +11.2% |
| 30D | +10.6% | +17.5% | -6.8% | +8.7% |
| 3M | +16.1% | +21.4% | -5.3% | +13.7% |
| 6M | +29.6% | +38.1% | -8.6% | +24.8% |
| YTD | +60.3% | +19.0% | +41.3% | +57.4% |
| 1Y | +46.1% | +20.7% | +25.5% | +43.1% |
| 3Y | +85.9% | +64.3% | +21.7% | +80.5% |
| All | +100.5% | +56.4% | +44.1% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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