+90.6%
LNG vs VLTO
+56.3%
+34.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -5.5% | +1.6% | -7.1% | -5.6% |
| 30D | +5.7% | +22.0% | -16.2% | +3.5% |
| 3M | +10.7% | +21.9% | -11.2% | +8.3% |
| 6M | +23.1% | +36.5% | -13.5% | +18.8% |
| YTD | +52.4% | +19.0% | +33.4% | +49.6% |
| 1Y | +40.0% | +21.0% | +19.1% | +37.1% |
| 3Y | +76.0% | +69.9% | +6.1% | +71.2% |
| All | +90.6% | +56.3% | +34.2% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling