+679.5%
LNG vs VT
+215.5%
+464.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -15.9% | -2.3% | -13.5% | -14.4% |
| 30D | +2.1% | -5.0% | +7.1% | +5.8% |
| 3M | +4.8% | -4.9% | +9.7% | +8.4% |
| 6M | +6.8% | -1.5% | +8.3% | +6.9% |
| YTD | +44.0% | +8.5% | +35.5% | +31.9% |
| 1Y | +34.9% | +11.4% | +23.6% | +20.7% |
| 3Y | +67.3% | +70.1% | -2.8% | +2.7% |
| 5Y | +170.1% | +53.7% | +116.4% | +79.9% |
| All | +679.5% | +215.5% | +464.0% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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