+373.4%
VST vs LNG
+82.1%
+291.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | +8.9% | +3.4% | +5.5% | +7.2% |
| 30D | +6.2% | +14.9% | -8.7% | -0.6% |
| 3M | -2.7% | +21.4% | -24.1% | -11.9% |
| 6M | -8.4% | +17.8% | -26.2% | -17.2% |
| YTD | -7.2% | +51.3% | -58.5% | -29.5% |
| 1Y | -20.9% | +24.4% | -45.3% | -31.2% |
| All | +373.4% | +82.1% | +291.3% | +268.4% |
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