+1,700.7%
NOK vs LNG
+2,316.9%
-616.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +9.3% | -6.7% | +16.1% | +9.7% |
| 30D | +17.9% | +3.9% | +14.0% | +17.6% |
| 3M | -22.3% | +15.5% | -37.8% | -22.9% |
| 6M | +36.4% | +10.5% | +25.9% | +35.5% |
| YTD | +66.3% | +43.0% | +23.3% | +63.2% |
| 1Y | +134.4% | +18.9% | +115.6% | +131.9% |
| 3Y | +186.6% | +74.7% | +111.9% | +177.7% |
| 5Y | +102.7% | +231.2% | -128.5% | +90.0% |
| 10Y | +129.8% | +544.5% | -414.7% | +107.6% |
| All | +1,700.7% | +2,316.9% | -616.2% | +1,292.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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