+2,723.0%
VRT vs LNG
+392.5%
+2,330.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.2% |
| 7D | +9.1% | +3.4% | +5.7% | +7.8% |
| 30D | +0.9% | +14.9% | -13.9% | -4.2% |
| 3M | -13.4% | +21.4% | -34.8% | -20.2% |
| 6M | +11.7% | +17.8% | -6.1% | +2.5% |
| YTD | +73.2% | +51.3% | +21.9% | +43.2% |
| 1Y | +123.4% | +24.4% | +99.0% | +99.6% |
| 3Y | +606.2% | +79.7% | +526.5% | +451.8% |
| 5Y | +899.9% | +241.3% | +658.6% | +484.9% |
| All | +2,723.0% | +392.5% | +2,330.6% | +940.4% |
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