+550.0%
LNG vs NTRA
+3,199.2%
-2,649.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | +3.8% | +4.1% | -0.3% | +3.3% |
| 3M | +16.2% | +50.0% | -33.9% | +10.3% |
| 6M | +11.7% | +67.3% | -55.6% | +4.1% |
| YTD | +44.2% | +43.6% | +0.6% | +36.5% |
| 1Y | +18.6% | +89.2% | -70.7% | +8.2% |
| 3Y | +77.4% | +502.5% | -425.1% | +36.4% |
| 5Y | +232.3% | +173.8% | +58.5% | +169.1% |
| All | +550.0% | +3,199.2% | -2,649.2% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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