+614.6%
VLO vs LNG
+222.3%
+392.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +6.2% | -6.7% | +13.0% | +10.2% |
| 30D | +23.5% | +3.9% | +19.6% | +20.4% |
| 3M | +53.9% | +15.5% | +38.3% | +41.0% |
| 6M | +81.7% | +10.5% | +71.2% | +70.6% |
| YTD | +142.5% | +43.0% | +99.5% | +97.6% |
| 1Y | +145.4% | +18.9% | +126.6% | +121.0% |
| 3Y | +197.3% | +74.7% | +122.7% | +110.2% |
| 5Y | +614.6% | +231.2% | +383.4% | +239.5% |
| All | +614.6% | +222.3% | +392.3% | +239.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling