+790.3%
VLO vs LNG
+811.3%
-21.0%
-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% | +1.5% | +1.4% |
| 7D | +9.6% | +11.3% | -1.7% | +2.8% |
| 30D | -17.4% | +10.6% | -28.0% | -22.6% |
| 3M | +10.8% | +16.1% | -5.4% | +0.3% |
| 6M | +56.9% | +29.6% | +27.4% | +32.6% |
| YTD | +136.8% | +60.3% | +76.5% | +75.7% |
| 1Y | +120.7% | +46.1% | +74.6% | +73.0% |
| 3Y | +231.9% | +85.9% | +146.0% | +118.2% |
| 5Y | +479.0% | +210.8% | +268.2% | +166.3% |
| All | +790.3% | +811.3% | -21.0% | +152.8% |
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