-18.9%
VST vs LNG
+18.2%
-37.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +1.1% |
| 7D | +9.9% | -6.2% | +16.0% | +9.2% |
| 30D | +7.9% | +8.0% | -0.1% | +8.7% |
| 3M | +3.4% | +16.9% | -13.5% | +5.8% |
| 6M | -4.1% | +8.7% | -12.8% | -1.4% |
| YTD | -5.7% | +43.0% | -48.7% | +4.4% |
| 1Y | -18.9% | +19.4% | -38.3% | -12.7% |
| All | -18.9% | +18.2% | -37.1% | -12.7% |
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