+246.2%
LNG vs VSXY
+33.4%
+212.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.8% |
| 7D | -4.5% | -0.3% | -4.1% | -4.5% |
| 30D | +4.7% | -22.1% | +26.7% | +5.9% |
| 3M | +15.1% | -1.1% | +16.3% | +14.9% |
| 6M | +13.6% | +53.8% | -40.3% | +9.8% |
| YTD | +44.0% | +35.5% | +8.5% | +39.8% |
| 1Y | +18.4% | +186.0% | -167.6% | +8.8% |
| 3Y | +75.9% | +343.2% | -267.3% | +49.0% |
| 5Y | +231.7% | +19.0% | +212.7% | +208.2% |
| All | +246.2% | +33.4% | +212.7% | +213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling