+1,108.8%
LNG vs VSH
+563.1%
+545.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.4% | -5.2% |
| 7D | -6.2% | +6.2% | -12.4% | -7.5% |
| 30D | +8.0% | -11.1% | +19.1% | +10.5% |
| 3M | +16.9% | -44.9% | +61.8% | +30.3% |
| 6M | +8.7% | +90.0% | -81.3% | -12.4% |
| YTD | +43.0% | +118.8% | -75.8% | +10.7% |
| 1Y | +19.4% | +109.0% | -89.5% | -7.4% |
| 3Y | +74.7% | +35.6% | +39.1% | +43.5% |
| 5Y | +222.4% | +66.7% | +155.7% | +146.3% |
| 10Y | +532.2% | +167.9% | +364.3% | +309.9% |
| All | +1,108.8% | +563.1% | +545.7% | +519.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling