+1,116.8%
LNG vs NI
+2,558.9%
-1,442.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -4.5% | -0.6% | -3.9% | -4.3% |
| 30D | +4.7% | -1.4% | +6.1% | +5.2% |
| 3M | +15.1% | -10.6% | +25.7% | +20.1% |
| 6M | +13.6% | -9.9% | +23.5% | +17.8% |
| YTD | +44.0% | +1.2% | +42.8% | +42.6% |
| 1Y | +18.4% | +4.4% | +13.9% | +15.6% |
| 3Y | +75.9% | +68.6% | +7.3% | +41.5% |
| 5Y | +231.7% | +98.0% | +133.7% | +147.4% |
| 10Y | +549.0% | +143.6% | +405.3% | +320.4% |
| All | +1,116.8% | +2,558.9% | -1,442.1% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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