+550.0%
LNG vs NTAP
+650.8%
-100.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.5% | -8.4% | -1.8% |
| 7D | -4.7% | +7.4% | -12.1% | -6.4% |
| 30D | +3.8% | -1.4% | +5.2% | +3.9% |
| 3M | +16.2% | +24.6% | -8.4% | +9.8% |
| 6M | +11.7% | +105.9% | -94.2% | -8.5% |
| YTD | +44.2% | +88.5% | -44.3% | +20.4% |
| 1Y | +18.6% | +62.1% | -43.5% | +2.7% |
| 3Y | +77.4% | +169.1% | -91.6% | +28.1% |
| 5Y | +232.3% | +141.9% | +90.4% | +142.7% |
| All | +550.0% | +650.8% | -100.8% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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