+550.0%
LNG vs VO
+200.3%
+349.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -4.7% | -1.5% | -3.2% | -3.6% |
| 30D | +3.8% | -3.0% | +6.9% | +6.2% |
| 3M | +16.2% | +2.8% | +13.3% | +13.3% |
| 6M | +11.7% | +10.9% | +0.8% | +2.0% |
| YTD | +44.2% | +12.5% | +31.8% | +30.1% |
| 1Y | +18.6% | +12.0% | +6.6% | +7.1% |
| 3Y | +77.4% | +56.3% | +21.1% | +21.4% |
| 5Y | +232.3% | +42.9% | +189.3% | +140.7% |
| All | +550.0% | +200.3% | +349.7% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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