+77.4%
LNG vs VMC
+18.8%
+58.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -4.7% | -3.8% | -0.9% | -4.6% |
| 30D | +3.8% | -9.7% | +13.5% | +4.0% |
| 3M | +16.2% | -9.6% | +25.8% | +16.1% |
| 6M | +11.7% | -4.8% | +16.5% | +11.1% |
| YTD | +44.2% | -10.9% | +55.1% | +44.1% |
| 1Y | +18.6% | -15.6% | +34.2% | +19.4% |
| 3Y | +77.4% | +19.3% | +58.1% | +67.9% |
| All | +77.4% | +18.8% | +58.6% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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