+715.9%
VTV vs LNG
+3,446.2%
-2,730.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.1% | -4.7% | +3.6% | -0.6% |
| 30D | -1.0% | +3.8% | -4.8% | -1.5% |
| 3M | +4.6% | +16.2% | -11.5% | +2.7% |
| 6M | +13.5% | +11.7% | +1.8% | +11.7% |
| YTD | +18.5% | +44.2% | -25.7% | +13.2% |
| 1Y | +22.9% | +18.6% | +4.3% | +19.9% |
| 3Y | +67.8% | +77.4% | -9.6% | +55.8% |
| 5Y | +81.8% | +232.3% | -150.4% | +55.9% |
| 10Y | +233.0% | +550.1% | -317.1% | +161.3% |
| All | +715.9% | +3,446.2% | -2,730.2% | +334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling