+550.0%
LNG vs VRSK
+126.1%
+423.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -4.7% | -5.2% | +0.5% | -3.3% |
| 30D | +3.8% | -2.3% | +6.1% | +4.4% |
| 3M | +16.2% | -2.9% | +19.1% | +16.3% |
| 6M | +11.7% | -12.8% | +24.5% | +14.9% |
| YTD | +44.2% | -20.8% | +65.0% | +52.1% |
| 1Y | +18.6% | -33.2% | +51.8% | +31.4% |
| 3Y | +77.4% | -26.6% | +104.0% | +88.7% |
| 5Y | +232.3% | -11.3% | +243.6% | +224.9% |
| All | +550.0% | +126.1% | +423.9% | +322.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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