+6,063.5%
LNG vs VT
+346.0%
+5,717.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -15.9% | -2.3% | -13.5% | -13.7% |
| 30D | +2.1% | -5.0% | +7.1% | +7.8% |
| 3M | +4.8% | -4.9% | +9.7% | +10.3% |
| 6M | +6.8% | -1.5% | +8.3% | +6.7% |
| YTD | +44.0% | +8.5% | +35.5% | +26.0% |
| 1Y | +34.9% | +11.4% | +23.6% | +14.2% |
| 3Y | +67.3% | +70.1% | -2.8% | -17.5% |
| 5Y | +170.1% | +53.7% | +116.4% | +46.1% |
| 10Y | +693.0% | +220.0% | +473.1% | +55.1% |
| All | +6,063.5% | +346.0% | +5,717.5% | +923.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling