+550.0%
LNG vs VSH
+196.4%
+353.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -6.0% | -1.0% |
| 7D | -4.7% | +4.8% | -9.4% | -5.6% |
| 30D | +3.8% | -0.7% | +4.5% | +3.7% |
| 3M | +16.2% | -43.1% | +59.2% | +27.6% |
| 6M | +11.7% | +91.8% | -80.1% | -10.5% |
| YTD | +44.2% | +131.6% | -87.4% | +9.2% |
| 1Y | +18.6% | +118.1% | -99.5% | -9.7% |
| 3Y | +77.4% | +40.9% | +36.5% | +46.2% |
| 5Y | +232.3% | +75.8% | +156.5% | +145.5% |
| All | +550.0% | +196.4% | +353.6% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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