+170.2%
VEA vs LNG
+622.4%
-452.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +0.3% | -6.7% | +7.1% | +1.1% |
| 30D | +0.4% | +3.9% | -3.4% | -0.1% |
| 3M | +4.8% | +15.5% | -10.7% | +2.8% |
| 6M | +11.3% | +10.5% | +0.7% | +9.4% |
| YTD | +17.4% | +43.0% | -25.6% | +11.8% |
| 1Y | +26.2% | +18.9% | +7.3% | +22.8% |
| 3Y | +77.7% | +74.7% | +3.1% | +64.3% |
| 5Y | +60.9% | +231.2% | -170.3% | +36.4% |
| 10Y | +163.6% | +544.5% | -380.9% | +103.0% |
| All | +170.2% | +622.4% | -452.2% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling