+18.6%
LNG vs NTAP
+63.1%
-44.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.5% | -8.4% | +0.2% |
| 7D | -4.7% | +7.4% | -12.1% | -4.7% |
| 30D | +3.8% | -1.4% | +5.2% | +3.9% |
| 3M | +16.2% | +24.6% | -8.4% | +16.5% |
| 6M | +11.7% | +105.9% | -94.2% | +9.2% |
| YTD | +44.2% | +88.5% | -44.3% | +40.9% |
| 1Y | +18.6% | +62.1% | -43.5% | +17.1% |
| All | +18.6% | +63.1% | -44.6% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling