+231.7%
LNG vs VSH
+64.5%
+167.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -4.5% | +3.1% | -7.6% | -4.7% |
| 30D | +4.7% | -5.7% | +10.4% | +5.1% |
| 3M | +15.1% | -42.5% | +57.6% | +20.0% |
| 6M | +13.6% | +82.7% | -69.1% | +1.1% |
| YTD | +44.0% | +118.2% | -74.3% | +24.3% |
| 1Y | +18.4% | +109.7% | -91.3% | +2.3% |
| 3Y | +75.9% | +35.3% | +40.6% | +61.6% |
| 5Y | +231.7% | +65.6% | +166.1% | +186.0% |
| All | +231.7% | +64.5% | +167.2% | +186.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling