+550.0%
LNG vs NLY
+81.8%
+468.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -4.7% | -4.0% | -0.7% | -3.3% |
| 30D | +3.8% | -5.2% | +9.1% | +5.7% |
| 3M | +16.2% | +2.8% | +13.3% | +14.6% |
| 6M | +11.7% | +4.2% | +7.5% | +8.9% |
| YTD | +44.2% | +4.7% | +39.5% | +40.2% |
| 1Y | +18.6% | +12.7% | +5.8% | +11.9% |
| 3Y | +77.4% | +62.5% | +14.9% | +43.4% |
| 5Y | +232.3% | +26.3% | +205.9% | +193.3% |
| All | +550.0% | +81.8% | +468.2% | +430.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 10y: compounded portfolio wealth divided by compounded NLY 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…
10y analysis · Full analysis span regression · 6 months rolling