+2,397.0%
VRT vs LNG
+368.6%
+2,028.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.9% |
| 7D | -7.7% | -4.5% | -3.2% | -6.3% |
| 30D | -12.0% | +4.7% | -16.6% | -13.7% |
| 3M | -11.7% | +15.1% | -26.8% | -17.2% |
| 6M | -8.1% | +13.6% | -21.6% | -14.6% |
| YTD | +53.2% | +44.0% | +9.3% | +28.7% |
| 1Y | +81.7% | +18.4% | +63.3% | +64.8% |
| 3Y | +535.3% | +75.9% | +459.4% | +399.2% |
| 5Y | +916.4% | +231.7% | +684.7% | +498.7% |
| All | +2,397.0% | +368.6% | +2,028.4% | +835.1% |
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