+67.8%
VTV vs LNG
+74.6%
-6.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.1% | -4.7% | +3.6% | -0.5% |
| 30D | -1.0% | +3.8% | -4.8% | -1.6% |
| 3M | +4.6% | +16.2% | -11.5% | +2.3% |
| 6M | +13.5% | +11.7% | +1.8% | +10.9% |
| YTD | +18.5% | +44.2% | -25.7% | +9.8% |
| 1Y | +22.9% | +18.6% | +4.3% | +18.6% |
| 3Y | +67.8% | +77.4% | -9.6% | +47.1% |
| All | +67.8% | +74.6% | -6.7% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling