+66.6%
VT vs LNG
+252.8%
-186.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.4% | +3.4% | -3.0% | 0.0% |
| 30D | +1.0% | +14.9% | -13.9% | -1.0% |
| 3M | +2.4% | +21.4% | -19.0% | -0.6% |
| 6M | +12.0% | +17.8% | -5.8% | +8.5% |
| YTD | +15.3% | +51.3% | -35.9% | +6.6% |
| 1Y | +22.6% | +24.4% | -1.9% | +17.4% |
| 3Y | +74.7% | +79.7% | -5.0% | +54.9% |
| All | +66.6% | +252.8% | -186.2% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling