+50.1%
VRTX vs LNG
+73.1%
-23.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -6.4% | -6.7% | +0.3% | -6.4% |
| 30D | -0.5% | +3.9% | -4.4% | -0.5% |
| 3M | +16.9% | +15.5% | +1.4% | +16.8% |
| 6M | +13.1% | +10.5% | +2.6% | +12.7% |
| YTD | +14.9% | +43.0% | -28.0% | +12.7% |
| 1Y | +31.4% | +18.9% | +12.6% | +30.4% |
| All | +50.1% | +73.1% | -23.0% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling