+23.6%
VRT vs LNG
+45.6%
-22.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | +10.5% | +11.3% | -0.8% | +11.4% |
| 30D | -9.3% | +10.6% | -20.0% | -7.1% |
| 3M | -29.6% | +16.1% | -45.7% | -26.7% |
| 6M | -45.4% | +29.6% | -74.9% | -41.1% |
| YTD | +24.8% | +60.3% | -35.5% | +18.5% |
| 1Y | +23.6% | +46.1% | -22.5% | +29.2% |
| All | +23.6% | +45.6% | -22.0% | +29.2% |
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