+1,934.0%
VRT vs LNG
+421.9%
+1,512.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +10.5% | +11.3% | -0.8% | +6.4% |
| 30D | -9.3% | +10.6% | -20.0% | -12.4% |
| 3M | -29.6% | +16.1% | -45.7% | -33.4% |
| 6M | -45.4% | +29.6% | -74.9% | -50.9% |
| YTD | +24.8% | +60.3% | -35.5% | +1.0% |
| 1Y | +23.6% | +46.1% | -22.5% | +3.8% |
| 3Y | +379.7% | +85.9% | +293.7% | +271.3% |
| 5Y | +660.3% | +210.8% | +449.5% | +366.2% |
| All | +1,934.0% | +421.9% | +1,512.1% | +633.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling