+402.8%
VUG vs LNG
+811.3%
-408.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.5% | +11.3% | -8.8% | +0.2% |
| 30D | -6.3% | +10.6% | -16.9% | -8.5% |
| 3M | -6.0% | +16.1% | -22.2% | -9.4% |
| 6M | -3.5% | +29.6% | -33.1% | -9.5% |
| YTD | +3.9% | +60.3% | -56.4% | -8.3% |
| 1Y | +5.1% | +46.1% | -41.0% | -5.2% |
| 3Y | +77.9% | +85.9% | -8.1% | +49.3% |
| 5Y | +62.4% | +210.8% | -148.4% | +16.3% |
| All | +402.8% | +811.3% | -408.5% | +181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling