+14.2%
LQD vs NVO
-51.9%
+66.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -1.1% | -7.6% | +6.5% | -1.0% |
| 30D | -1.3% | -6.0% | +4.7% | -1.2% |
| 3M | -3.2% | -0.8% | -2.4% | -3.2% |
| 6M | -2.1% | +16.5% | -18.6% | -2.4% |
| YTD | -2.4% | -11.1% | +8.8% | -2.4% |
| 1Y | -2.7% | -16.7% | +14.1% | -2.6% |
| 3Y | +14.2% | -52.9% | +67.1% | +13.4% |
| All | +14.2% | -51.9% | +66.1% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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