+296.7%
VST vs LNG
+85.6%
+211.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +6.6% | +11.3% | -4.8% | +1.4% |
| 30D | -12.4% | +10.6% | -23.0% | -16.3% |
| 3M | -9.0% | +16.1% | -25.1% | -15.4% |
| 6M | -6.4% | +29.6% | -36.0% | -18.5% |
| YTD | -17.2% | +60.3% | -77.5% | -39.7% |
| 1Y | -22.0% | +46.1% | -68.1% | -39.2% |
| 3Y | +296.7% | +85.9% | +210.7% | +200.5% |
| All | +296.7% | +85.6% | +211.0% | +200.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling