+700.5%
LNG vs VT
+223.7%
+476.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +0.8% |
| 7D | -8.4% | +0.4% | -8.7% | -8.7% |
| 30D | +2.7% | -2.6% | +5.3% | +4.5% |
| 3M | +11.7% | -3.2% | +15.0% | +14.2% |
| 6M | +19.5% | +0.9% | +18.5% | +17.3% |
| YTD | +48.0% | +11.3% | +36.7% | +33.0% |
| 1Y | +38.4% | +14.0% | +24.4% | +21.7% |
| 3Y | +71.9% | +75.8% | -4.0% | +2.8% |
| 5Y | +179.9% | +57.8% | +122.0% | +82.8% |
| 10Y | +700.5% | +219.8% | +480.7% | +121.9% |
| All | +700.5% | +223.7% | +476.8% | +121.9% |
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