-20.9%
VST vs LNG
+23.0%
-43.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.6% |
| 7D | +8.9% | +3.4% | +5.5% | +9.3% |
| 30D | +6.2% | +14.9% | -8.7% | +7.7% |
| 3M | -2.7% | +21.4% | -24.1% | -0.2% |
| 6M | -8.4% | +17.8% | -26.2% | -4.7% |
| YTD | -7.2% | +51.3% | -58.5% | +3.1% |
| 1Y | -20.9% | +24.4% | -45.3% | -14.8% |
| All | -20.9% | +23.0% | -43.9% | -14.8% |
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