-34.9%
VST vs LNG
+42.0%
-76.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -6.2% | -7.7% | -13.7% |
| 7D | -15.7% | -1.9% | -13.8% | -15.1% |
| 30D | -17.0% | +6.2% | -23.2% | -15.8% |
| 3M | -15.9% | +13.7% | -29.6% | -14.2% |
| 6M | -25.0% | +7.5% | -32.5% | -23.2% |
| YTD | -25.1% | +51.3% | -76.4% | -16.6% |
| 1Y | -34.9% | +42.6% | -77.5% | -27.0% |
| All | -34.9% | +42.0% | -76.8% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling