+318.8%
VWO vs LNG
+672.6%
-353.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -1.7% | -4.5% | +2.8% | -1.1% |
| 30D | -0.3% | +4.7% | -5.0% | -1.0% |
| 3M | +4.0% | +15.1% | -11.2% | +1.5% |
| 6M | +8.1% | +13.6% | -5.5% | +5.4% |
| YTD | +11.6% | +44.0% | -32.3% | +4.8% |
| 1Y | +16.2% | +18.4% | -2.1% | +12.4% |
| 3Y | +63.3% | +75.9% | -12.6% | +47.3% |
| 5Y | +33.4% | +231.7% | -198.3% | +7.6% |
| 10Y | +113.3% | +549.0% | -435.6% | +51.5% |
| All | +318.8% | +672.6% | -353.8% | +128.7% |
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