+4,392.8%
LNG vs VTR
+1,502.7%
+2,890.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -4.5% | -1.8% | -2.7% | -3.9% |
| 30D | +4.7% | +4.0% | +0.7% | +3.4% |
| 3M | +15.1% | +7.8% | +7.3% | +12.3% |
| 6M | +13.6% | +6.4% | +7.2% | +10.8% |
| YTD | +44.0% | +18.3% | +25.6% | +35.8% |
| 1Y | +18.4% | +33.9% | -15.6% | +7.2% |
| 3Y | +75.9% | +134.3% | -58.5% | +32.5% |
| 5Y | +231.7% | +90.3% | +141.4% | +161.3% |
| 10Y | +549.0% | +100.1% | +448.8% | +350.2% |
| All | +4,392.8% | +1,502.7% | +2,890.1% | +1,816.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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