+222.1%
LNG vs NTRS
+93.2%
+128.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -4.7% | +1.4% | -6.0% | -4.9% |
| 30D | +3.8% | -0.7% | +4.5% | +3.9% |
| 3M | +16.2% | +11.3% | +4.8% | +13.2% |
| 6M | +11.7% | +35.5% | -23.8% | +3.9% |
| YTD | +44.2% | +40.6% | +3.6% | +32.7% |
| 1Y | +18.6% | +49.2% | -30.6% | +7.4% |
| 3Y | +77.4% | +167.2% | -89.8% | +37.5% |
| All | +222.1% | +93.2% | +128.9% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling