+76.0%
VUG vs LNG
+222.3%
-146.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.1% | -6.7% | +6.8% | +1.1% |
| 30D | -1.7% | +3.9% | -5.5% | -2.3% |
| 3M | +2.8% | +15.5% | -12.7% | +0.3% |
| 6M | +13.6% | +10.5% | +3.1% | +10.8% |
| YTD | +8.1% | +43.0% | -34.9% | 0.0% |
| 1Y | +13.1% | +18.9% | -5.8% | +8.5% |
| 3Y | +87.0% | +74.7% | +12.3% | +64.8% |
| 5Y | +76.0% | +231.2% | -155.3% | +38.5% |
| All | +76.0% | +222.3% | -146.3% | +38.5% |
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