+1,002.6%
VST vs LNG
+587.9%
+414.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.6% | +11.1% | +10.8% |
| 7D | -9.8% | -15.9% | +6.0% | -3.8% |
| 30D | -25.1% | +2.1% | -27.3% | -25.7% |
| 3M | -11.6% | +4.8% | -16.4% | -13.4% |
| 6M | -20.9% | +6.8% | -27.7% | -23.5% |
| YTD | -22.3% | +44.0% | -66.3% | -33.9% |
| 1Y | -32.0% | +34.9% | -66.9% | -40.7% |
| 3Y | +262.4% | +67.3% | +195.1% | +197.5% |
| 5Y | +563.4% | +170.1% | +393.3% | +343.3% |
| 10Y | +1,120.7% | +693.0% | +427.7% | +430.8% |
| All | +1,002.6% | +587.9% | +414.7% | +436.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling