+105.8%
V vs LNG
+212.1%
-106.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.5% |
| 7D | -0.4% | +10.9% | -11.3% | -2.1% |
| 30D | +6.3% | +8.1% | -1.8% | +4.6% |
| 3M | +17.2% | +15.7% | +1.5% | +13.8% |
| 6M | +29.2% | +27.2% | +2.0% | +23.2% |
| YTD | +20.8% | +60.7% | -39.9% | +9.2% |
| 1Y | +25.0% | +46.3% | -21.3% | +15.2% |
| 3Y | +75.3% | +85.6% | -10.3% | +52.7% |
| 5Y | +105.8% | +211.6% | -105.7% | +46.7% |
| All | +105.8% | +212.1% | -106.2% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling