+143.6%
VLO vs LNG
+23.0%
+120.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +5.2% | +3.4% | +1.8% | +2.9% |
| 30D | +22.6% | +14.9% | +7.7% | +11.8% |
| 3M | +43.8% | +21.4% | +22.4% | +25.6% |
| 6M | +65.7% | +17.8% | +47.9% | +49.2% |
| YTD | +131.1% | +51.3% | +79.8% | +77.6% |
| 1Y | +143.6% | +24.4% | +119.2% | +112.4% |
| All | +143.6% | +23.0% | +120.6% | +112.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling