+75.9%
LNG vs NXT
+89.5%
-13.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | -0.1% |
| 7D | -6.7% | -0.2% | -6.5% | -6.7% |
| 30D | +3.9% | -20.0% | +23.8% | +3.7% |
| 3M | +15.5% | -30.9% | +46.4% | +15.4% |
| 6M | +10.5% | -23.8% | +34.3% | +9.9% |
| YTD | +43.0% | -5.4% | +48.4% | +40.9% |
| 1Y | +18.9% | +28.0% | -9.2% | +15.2% |
| All | +75.9% | +89.5% | -13.7% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling