+924.9%
VLO vs LNG
+562.2%
+362.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +5.3% | -4.7% | +10.0% | +8.1% |
| 30D | +18.2% | +3.8% | +14.4% | +15.1% |
| 3M | +53.3% | +16.2% | +37.2% | +39.3% |
| 6M | +70.4% | +11.7% | +58.7% | +58.2% |
| YTD | +143.4% | +44.2% | +99.2% | +93.9% |
| 1Y | +153.0% | +18.6% | +134.4% | +126.3% |
| 3Y | +195.0% | +77.4% | +117.6% | +100.8% |
| 5Y | +618.8% | +232.3% | +386.5% | +219.6% |
| All | +924.9% | +562.2% | +362.7% | +220.8% |
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