+1,238.2%
VST vs LNG
+583.1%
+655.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +3.6% |
| 7D | +9.9% | -6.2% | +16.0% | +12.3% |
| 30D | +7.9% | +8.0% | -0.1% | +4.7% |
| 3M | +3.4% | +16.9% | -13.5% | -3.1% |
| 6M | -4.1% | +8.7% | -12.8% | -8.4% |
| YTD | -5.7% | +43.0% | -48.7% | -19.5% |
| 1Y | -18.9% | +19.4% | -38.3% | -25.8% |
| 3Y | +359.1% | +74.7% | +284.3% | +271.1% |
| 5Y | +766.9% | +222.4% | +544.4% | +441.9% |
| All | +1,238.2% | +583.1% | +655.1% | +553.0% |
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