+25,693.5%
VLO vs LNG
+1,108.8%
+24,584.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.5% | +8.7% | +3.7% |
| 7D | +5.8% | -6.2% | +11.9% | +6.3% |
| 30D | +28.3% | +8.0% | +20.3% | +27.5% |
| 3M | +48.7% | +16.9% | +31.8% | +46.9% |
| 6M | +71.9% | +8.7% | +63.2% | +70.8% |
| YTD | +138.7% | +43.0% | +95.7% | +132.3% |
| 1Y | +148.5% | +19.4% | +129.0% | +145.2% |
| 3Y | +192.7% | +74.7% | +118.0% | +180.6% |
| 5Y | +601.6% | +222.4% | +379.2% | +544.8% |
| 10Y | +900.2% | +532.2% | +368.0% | +781.3% |
| All | +25,693.5% | +1,108.8% | +24,584.7% | +17,859.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling