+3,653.2%
LNG vs VO
+821.9%
+2,831.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -4.8% |
| 7D | -6.2% | +0.6% | -6.8% | -6.9% |
| 30D | +8.0% | -1.1% | +9.1% | +9.3% |
| 3M | +16.9% | +4.5% | +12.4% | +10.0% |
| 6M | +8.7% | +11.1% | -2.4% | -6.0% |
| YTD | +43.0% | +13.5% | +29.5% | +20.2% |
| 1Y | +19.4% | +14.5% | +4.9% | -1.2% |
| 3Y | +74.7% | +58.1% | +16.6% | -5.6% |
| 5Y | +222.4% | +43.3% | +179.1% | +87.1% |
| 10Y | +532.2% | +193.2% | +339.0% | +27.4% |
| All | +3,653.2% | +821.9% | +2,831.3% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling