+7,990.7%
VRTX vs LNG
+1,178.8%
+6,811.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | +0.8% | +3.4% | -2.6% | +0.6% |
| 30D | +12.6% | +14.9% | -2.2% | +11.9% |
| 3M | +23.6% | +21.4% | +2.2% | +22.4% |
| 6M | +14.3% | +17.8% | -3.5% | +13.2% |
| YTD | +20.5% | +51.3% | -30.8% | +17.8% |
| 1Y | +37.6% | +24.4% | +13.2% | +35.8% |
| 3Y | +55.5% | +79.7% | -24.1% | +50.3% |
| 5Y | +175.7% | +241.3% | -65.6% | +156.9% |
| 10Y | +474.2% | +603.1% | -128.9% | +412.2% |
| All | +7,990.7% | +1,178.8% | +6,811.8% | +5,685.2% |
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 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