+73.5%
VZ vs LNG
+798.8%
-725.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.1% | +0.3% |
| 7D | +0.9% | +4.5% | -3.6% | +0.6% |
| 30D | +8.9% | +8.0% | +0.9% | +8.2% |
| 3M | +0.1% | +15.0% | -14.9% | -1.1% |
| 6M | +1.9% | +27.1% | -25.2% | -0.3% |
| YTD | +22.0% | +58.1% | -36.1% | +17.2% |
| 1Y | +22.1% | +45.0% | -22.9% | +18.1% |
| 3Y | +58.7% | +82.6% | -24.0% | +49.6% |
| 5Y | +22.3% | +206.8% | -184.5% | +9.5% |
| All | +73.5% | +798.8% | -725.3% | +47.6% |
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