+476.5%
V vs LNG
+813.5%
-337.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.6% |
| 7D | -0.4% | +10.9% | -11.3% | -3.0% |
| 30D | +6.3% | +8.1% | -1.8% | +3.8% |
| 3M | +17.2% | +15.7% | +1.5% | +12.3% |
| 6M | +29.2% | +27.2% | +2.0% | +20.4% |
| YTD | +20.8% | +60.7% | -39.9% | +4.6% |
| 1Y | +25.0% | +46.3% | -21.3% | +11.1% |
| 3Y | +75.3% | +85.6% | -10.3% | +43.2% |
| 5Y | +105.8% | +211.6% | -105.7% | +38.1% |
| All | +476.5% | +813.5% | -337.0% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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