+819.4%
VZ vs LNG
+1,117.3%
-297.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.9% |
| 7D | +2.1% | -15.9% | +18.0% | +2.5% |
| 30D | +1.4% | +2.1% | -0.7% | +1.3% |
| 3M | -1.3% | +4.8% | -6.1% | -1.4% |
| 6M | -0.5% | +6.8% | -7.3% | -0.7% |
| YTD | +19.6% | +44.0% | -24.4% | +18.7% |
| 1Y | +22.4% | +34.9% | -12.5% | +21.6% |
| 3Y | +55.9% | +67.3% | -11.4% | +54.0% |
| 5Y | +20.4% | +170.1% | -149.7% | +17.6% |
| 10Y | +66.9% | +693.0% | -626.1% | +59.1% |
| All | +819.4% | +1,117.3% | -297.9% | +733.0% |
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