+324.9%
LNG vs NTRA
+1,711.9%
-1,387.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | +4.7% | +4.3% | +0.4% | +4.2% |
| 3M | +15.1% | +50.6% | -35.5% | +9.4% |
| 6M | +13.6% | +63.9% | -50.4% | +6.2% |
| YTD | +44.0% | +42.4% | +1.6% | +36.5% |
| 1Y | +18.4% | +92.1% | -73.7% | +8.0% |
| 3Y | +75.9% | +501.7% | -425.9% | +36.2% |
| 5Y | +231.7% | +171.4% | +60.2% | +169.4% |
| 10Y | +549.0% | +3,161.4% | -2,612.4% | +242.8% |
| All | +324.9% | +1,711.9% | -1,387.0% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling