+219.8%
VT vs LNG
+711.1%
-491.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.0% |
| 7D | +0.4% | -8.4% | +8.7% | +2.2% |
| 30D | -2.6% | +2.7% | -5.3% | -3.4% |
| 3M | -3.2% | +11.7% | -15.0% | -5.9% |
| 6M | +0.9% | +19.5% | -18.5% | -3.7% |
| YTD | +11.3% | +48.0% | -36.7% | 0.0% |
| 1Y | +14.0% | +38.4% | -24.4% | +4.1% |
| 3Y | +75.8% | +71.9% | +4.0% | +50.0% |
| 5Y | +57.8% | +179.9% | -122.0% | +15.4% |
| 10Y | +219.8% | +700.5% | -480.7% | +74.6% |
| All | +219.8% | +711.1% | -491.3% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling