+62.5%
VUG vs LNG
+211.7%
-149.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.5% | +11.3% | -8.8% | +1.0% |
| 30D | -6.3% | +10.6% | -16.9% | -7.8% |
| 3M | -6.0% | +16.1% | -22.2% | -8.3% |
| 6M | -3.5% | +29.6% | -33.1% | -7.7% |
| YTD | +3.9% | +60.3% | -56.4% | -5.8% |
| 1Y | +5.1% | +46.1% | -41.0% | -2.9% |
| 3Y | +77.9% | +85.9% | -8.1% | +55.2% |
| All | +62.5% | +211.7% | -149.2% | +22.9% |
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