+5,603.8%
LNG vs NVS
+1,076.7%
+4,527.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.5% | -15.7% | +11.2% | +2.6% |
| 30D | +4.7% | -11.1% | +15.8% | +9.5% |
| 3M | +15.1% | -7.2% | +22.3% | +17.8% |
| 6M | +13.6% | -12.3% | +25.9% | +18.5% |
| YTD | +44.0% | +2.8% | +41.2% | +39.3% |
| 1Y | +18.4% | +11.9% | +6.4% | +9.8% |
| 3Y | +75.9% | +55.1% | +20.8% | +38.0% |
| 5Y | +231.7% | +94.1% | +137.6% | +129.8% |
| 10Y | +549.0% | +181.2% | +367.7% | +267.6% |
| All | +5,603.8% | +1,076.7% | +4,527.1% | +2,236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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