+1,205.2%
VST vs LNG
+711.1%
+494.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.6% | +6.3% |
| 7D | -0.5% | -8.4% | +7.9% | +3.0% |
| 30D | -17.1% | +2.7% | -19.7% | -17.8% |
| 3M | -4.6% | +11.7% | -16.3% | -8.6% |
| 6M | -9.1% | +19.5% | -28.5% | -15.6% |
| YTD | -16.6% | +48.0% | -64.6% | -29.6% |
| 1Y | -29.5% | +38.4% | -67.8% | -38.9% |
| 3Y | +297.5% | +71.9% | +225.7% | +223.9% |
| 5Y | +654.5% | +179.9% | +474.7% | +399.8% |
| 10Y | +1,205.2% | +700.5% | +504.7% | +504.5% |
| All | +1,205.2% | +711.1% | +494.2% | +504.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling