+77.4%
LNG vs VSXY
+352.7%
-275.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | +0.1% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | +3.8% | -18.7% | +22.5% | +4.3% |
| 3M | +16.2% | -4.0% | +20.1% | +16.1% |
| 6M | +11.7% | +67.5% | -55.8% | +9.8% |
| YTD | +44.2% | +39.7% | +4.6% | +42.3% |
| 1Y | +18.6% | +180.0% | -161.4% | +13.8% |
| 3Y | +77.4% | +337.3% | -259.9% | +64.2% |
| All | +77.4% | +352.7% | -275.3% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling