+172.9%
VRTX vs LNG
+229.3%
-56.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -7.8% | -4.5% | -3.3% | -7.5% |
| 30D | -2.8% | +4.7% | -7.5% | -3.1% |
| 3M | +18.1% | +15.1% | +2.9% | +17.0% |
| 6M | +3.1% | +13.6% | -10.5% | +1.9% |
| YTD | +13.5% | +44.0% | -30.5% | +9.8% |
| 1Y | +32.4% | +18.4% | +14.1% | +30.4% |
| 3Y | +50.0% | +75.9% | -25.9% | +41.8% |
| 5Y | +172.9% | +231.7% | -58.8% | +150.6% |
| All | +172.9% | +229.3% | -56.4% | +150.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling