-12.8%
NVO vs LNG
+23.0%
-35.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +2.2% | +3.4% | -1.3% | +2.4% |
| 30D | +6.0% | +14.9% | -8.9% | +6.7% |
| 3M | +7.9% | +21.4% | -13.5% | +8.1% |
| 6M | +27.1% | +17.8% | +9.3% | +25.6% |
| YTD | -3.8% | +51.3% | -55.1% | -5.6% |
| 1Y | -12.8% | +24.4% | -37.3% | -15.4% |
| All | -12.8% | +23.0% | -35.9% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling