+933.4%
LNG vs VYM
+488.1%
+445.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.7% |
| 7D | -4.7% | -0.8% | -3.9% | -3.7% |
| 30D | +3.8% | -2.2% | +6.1% | +6.8% |
| 3M | +16.2% | +3.1% | +13.1% | +11.4% |
| 6M | +11.7% | +9.7% | +2.0% | -1.9% |
| YTD | +44.2% | +14.9% | +29.3% | +19.1% |
| 1Y | +18.6% | +17.6% | +1.0% | -5.3% |
| 3Y | +77.4% | +65.3% | +12.1% | -10.8% |
| 5Y | +232.3% | +78.7% | +153.5% | +47.9% |
| 10Y | +550.1% | +208.2% | +341.9% | +24.5% |
| All | +933.4% | +488.1% | +445.3% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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