+231.9%
VLO vs LNG
+85.6%
+146.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +9.6% | +11.3% | -1.7% | +3.8% |
| 30D | -17.4% | +10.6% | -28.0% | -21.6% |
| 3M | +10.8% | +16.1% | -5.4% | +1.9% |
| 6M | +56.9% | +29.6% | +27.4% | +35.9% |
| YTD | +136.8% | +60.3% | +76.5% | +85.7% |
| 1Y | +120.7% | +46.1% | +74.6% | +80.7% |
| 3Y | +231.9% | +85.9% | +146.0% | +146.0% |
| All | +231.9% | +85.6% | +146.3% | +146.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling