-8.2%
NVO vs LNG
+42.0%
-50.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.2% | +11.1% | +4.4% |
| 7D | +10.2% | -1.9% | +12.1% | +9.9% |
| 30D | +12.4% | +6.2% | +6.1% | +12.8% |
| 3M | -3.5% | +13.7% | -17.3% | -2.6% |
| 6M | -3.8% | +7.5% | -11.3% | -3.9% |
| YTD | -13.0% | +51.3% | -64.3% | -12.7% |
| 1Y | -8.2% | +42.6% | -50.8% | -7.3% |
| All | -8.2% | +42.0% | -50.2% | -7.3% |
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 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