+1,142.3%
VST vs LNG
+767.2%
+375.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.0% | +0.4% |
| 7D | +10.9% | +4.5% | +6.4% | +9.2% |
| 30D | -15.6% | +8.0% | -23.6% | -17.9% |
| 3M | -7.8% | +15.0% | -22.7% | -12.6% |
| 6M | -12.0% | +27.1% | -39.0% | -20.2% |
| YTD | -16.9% | +58.1% | -75.0% | -31.7% |
| 1Y | -25.1% | +45.0% | -70.1% | -36.3% |
| 3Y | +297.1% | +82.6% | +214.4% | +215.7% |
| 5Y | +641.9% | +206.8% | +435.1% | +373.4% |
| 10Y | +1,142.3% | +796.3% | +346.0% | +426.0% |
| All | +1,142.3% | +767.2% | +375.1% | +426.0% |
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 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