+222.1%
LNG vs NVT
+419.5%
-197.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.5% | -0.4% |
| 7D | -4.7% | +4.1% | -8.7% | -5.3% |
| 30D | +3.8% | -5.1% | +8.9% | +4.4% |
| 3M | +16.2% | -1.2% | +17.3% | +15.5% |
| 6M | +11.7% | +46.6% | -34.9% | +2.3% |
| YTD | +44.2% | +60.0% | -15.8% | +29.3% |
| 1Y | +18.6% | +70.8% | -52.2% | +4.1% |
| 3Y | +77.4% | +187.5% | -110.1% | +31.0% |
| All | +222.1% | +419.5% | -197.4% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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