+59.9%
VEA vs LNG
+228.1%
-168.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -1.5% | -4.7% | +3.2% | -0.9% |
| 30D | -0.8% | +3.8% | -4.6% | -1.3% |
| 3M | +2.5% | +16.2% | -13.7% | +0.4% |
| 6M | +11.1% | +11.7% | -0.6% | +8.8% |
| YTD | +17.2% | +44.2% | -27.0% | +9.8% |
| 1Y | +24.5% | +18.6% | +5.9% | +20.5% |
| 3Y | +75.4% | +77.4% | -2.0% | +57.1% |
| All | +59.9% | +228.1% | -168.3% | +29.6% |
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