+231.7%
LNG vs VMC
+47.2%
+184.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.5% | -3.7% | -0.8% | -3.9% |
| 30D | +4.7% | -12.8% | +17.4% | +6.8% |
| 3M | +15.1% | -7.9% | +23.1% | +15.9% |
| 6M | +13.6% | -7.5% | +21.1% | +13.8% |
| YTD | +44.0% | -11.6% | +55.6% | +45.1% |
| 1Y | +18.4% | -14.3% | +32.6% | +19.9% |
| 3Y | +75.9% | +18.5% | +57.4% | +60.5% |
| 5Y | +231.7% | +46.8% | +184.9% | +181.8% |
| All | +231.7% | +47.2% | +184.5% | +181.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling