+12.9%
VT vs LNG
+45.3%
-32.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.6% | +1.5% |
| 7D | -0.7% | +4.5% | -5.2% | -0.3% |
| 30D | -1.7% | +8.0% | -9.8% | -0.8% |
| 3M | -2.3% | +15.0% | -17.3% | -0.4% |
| 6M | +1.5% | +27.1% | -25.6% | +5.3% |
| YTD | +12.0% | +58.1% | -46.1% | +13.4% |
| 1Y | +12.9% | +45.0% | -32.1% | +13.9% |
| All | +12.9% | +45.3% | -32.4% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling