+222.7%
VT vs LNG
+813.5%
-590.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | +2.9% | +10.9% | -8.1% | +0.6% |
| 30D | -2.5% | +8.1% | -10.6% | -4.4% |
| 3M | -3.3% | +15.7% | -19.0% | -6.7% |
| 6M | +1.5% | +27.2% | -25.7% | -4.4% |
| YTD | +11.4% | +60.7% | -49.3% | -1.7% |
| 1Y | +11.9% | +46.3% | -34.4% | +1.0% |
| 3Y | +73.9% | +85.6% | -11.7% | +46.0% |
| 5Y | +57.9% | +211.6% | -153.7% | +12.6% |
| All | +222.7% | +813.5% | -590.7% | +73.4% |
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 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