+1,119.0%
LNG vs NTRS
+3,498.4%
-2,379.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -4.7% | +1.4% | -6.0% | -5.2% |
| 30D | +3.8% | -0.7% | +4.5% | +4.0% |
| 3M | +16.2% | +11.3% | +4.8% | +10.8% |
| 6M | +11.7% | +35.5% | -23.8% | -2.2% |
| YTD | +44.2% | +40.6% | +3.6% | +23.9% |
| 1Y | +18.6% | +49.2% | -30.6% | -1.0% |
| 3Y | +77.4% | +167.2% | -89.8% | +13.1% |
| 5Y | +232.3% | +94.9% | +137.3% | +131.9% |
| 10Y | +550.1% | +259.5% | +290.7% | +230.0% |
| All | +1,119.0% | +3,498.4% | -2,379.4% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling