+4,573.5%
LNG vs NLY
+1,197.0%
+3,376.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 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% | +40.3% |
| 1Y | +18.6% | +12.7% | +5.8% | +12.0% |
| 3Y | +77.4% | +62.5% | +14.9% | +44.3% |
| 5Y | +232.3% | +26.3% | +205.9% | +189.7% |
| 10Y | +550.1% | +81.0% | +469.2% | +376.0% |
| All | +4,573.5% | +1,197.0% | +3,376.5% | +2,185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling