+27.9%
VTV vs LNG
+42.0%
-14.1%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.2% | +7.7% | +1.3% |
| 7D | +1.8% | -1.9% | +3.7% | +1.7% |
| 30D | +6.0% | +6.2% | -0.2% | +6.1% |
| 3M | +3.7% | +13.7% | -10.1% | +4.2% |
| 6M | +13.9% | +7.5% | +6.4% | +14.0% |
| YTD | +22.8% | +51.3% | -28.5% | +21.4% |
| 1Y | +27.9% | +42.6% | -14.8% | +27.0% |
| All | +27.9% | +42.0% | -14.1% | +27.0% |
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