+1,972.3%
LNG vs NTAP
+23,869.3%
-21,897.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -5.7% |
| 7D | -6.2% | +3.3% | -9.4% | -6.6% |
| 30D | +8.0% | -0.2% | +8.2% | +8.0% |
| 3M | +16.9% | +11.4% | +5.5% | +14.8% |
| 6M | +8.7% | +88.7% | -80.0% | -1.7% |
| YTD | +43.0% | +78.9% | -35.9% | +30.1% |
| 1Y | +19.4% | +58.8% | -39.4% | +10.3% |
| 3Y | +74.7% | +153.5% | -78.8% | +48.8% |
| 5Y | +222.4% | +136.7% | +85.7% | +175.3% |
| 10Y | +532.2% | +590.2% | -58.0% | +356.6% |
| All | +1,972.3% | +23,869.3% | -21,897.0% | +307.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling