+123.4%
VRT vs LNG
+23.0%
+100.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.5% |
| 7D | +9.1% | +3.4% | +5.7% | +10.3% |
| 30D | +0.9% | +14.9% | -13.9% | +5.6% |
| 3M | -13.4% | +21.4% | -34.8% | -7.3% |
| 6M | +11.7% | +17.8% | -6.1% | +16.6% |
| YTD | +73.2% | +51.3% | +21.9% | +79.3% |
| 1Y | +123.4% | +24.4% | +99.0% | +106.7% |
| All | +123.4% | +23.0% | +100.4% | +106.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling