-25.1%
VST vs LNG
+45.3%
-70.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.0% | +1.5% |
| 7D | +10.9% | +4.5% | +6.4% | +10.6% |
| 30D | -15.6% | +8.0% | -23.6% | -14.9% |
| 3M | -7.8% | +15.0% | -22.7% | -6.5% |
| 6M | -12.0% | +27.1% | -39.0% | -9.6% |
| YTD | -16.9% | +58.1% | -75.0% | -9.3% |
| 1Y | -25.1% | +45.0% | -70.1% | -16.1% |
| All | -25.1% | +45.3% | -70.4% | -16.1% |
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