+1,108.8%
LNG vs VMC
+2,565.9%
-1,457.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.8% | -4.8% |
| 7D | -6.2% | -0.5% | -5.6% | -5.9% |
| 30D | +8.0% | -9.1% | +17.1% | +12.1% |
| 3M | +16.9% | -4.1% | +21.1% | +17.7% |
| 6M | +8.7% | -5.5% | +14.2% | +9.1% |
| YTD | +43.0% | -8.9% | +51.9% | +44.7% |
| 1Y | +19.4% | -12.9% | +32.4% | +22.7% |
| 3Y | +74.7% | +22.1% | +52.6% | +51.4% |
| 5Y | +222.4% | +52.7% | +169.7% | +146.9% |
| 10Y | +532.2% | +152.7% | +379.5% | +258.7% |
| All | +1,108.8% | +2,565.9% | -1,457.0% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling