+893.5%
VZ vs LNG
+1,178.8%
-285.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +0.1% | +3.4% | -3.3% | 0.0% |
| 30D | +7.9% | +14.9% | -7.0% | +7.6% |
| 3M | +13.6% | +21.4% | -7.7% | +13.2% |
| 6M | +1.1% | +17.8% | -16.7% | +0.7% |
| YTD | +29.3% | +51.3% | -22.0% | +28.2% |
| 1Y | +21.2% | +24.4% | -3.2% | +20.6% |
| 3Y | +75.9% | +79.7% | -3.8% | +73.6% |
| 5Y | +24.1% | +241.3% | -217.2% | +20.7% |
| 10Y | +62.4% | +603.1% | -540.7% | +55.2% |
| All | +893.5% | +1,178.8% | -285.3% | +799.5% |
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 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