+213.7%
VT vs LNG
+693.0%
-479.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -2.3% | -15.9% | +13.5% | +1.2% |
| 30D | -5.0% | +2.1% | -7.1% | -5.7% |
| 3M | -4.9% | +4.8% | -9.7% | -6.3% |
| 6M | -1.5% | +6.8% | -8.3% | -3.8% |
| YTD | +8.5% | +44.0% | -35.5% | -2.0% |
| 1Y | +11.4% | +34.9% | -23.6% | +2.2% |
| 3Y | +70.1% | +67.3% | +2.8% | +45.9% |
| 5Y | +53.7% | +170.1% | -116.4% | +13.3% |
| All | +213.7% | +693.0% | -479.4% | +71.9% |
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