+191.2%
VLO vs LNG
+74.3%
+116.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.3% |
| 7D | +4.0% | -4.5% | +8.4% | +6.2% |
| 30D | +19.0% | +4.7% | +14.3% | +15.6% |
| 3M | +50.0% | +15.1% | +34.8% | +38.2% |
| 6M | +79.1% | +13.6% | +65.6% | +66.9% |
| YTD | +140.3% | +44.0% | +96.3% | +99.5% |
| 1Y | +148.3% | +18.4% | +130.0% | +125.9% |
| All | +191.2% | +74.3% | +116.9% | +115.2% |
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