+550.0%
LNG vs VNQ
+64.0%
+486.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -4.7% | -1.3% | -3.4% | -4.1% |
| 30D | +3.8% | -2.6% | +6.4% | +5.2% |
| 3M | +16.2% | -2.0% | +18.2% | +17.1% |
| 6M | +11.7% | +4.3% | +7.4% | +8.6% |
| YTD | +44.2% | +9.2% | +35.0% | +36.8% |
| 1Y | +18.6% | +5.6% | +13.0% | +14.4% |
| 3Y | +77.4% | +30.8% | +46.6% | +50.5% |
| 5Y | +232.3% | +8.0% | +224.3% | +210.1% |
| All | +550.0% | +64.0% | +486.0% | +382.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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