-16.7%
NVO vs LNG
+19.2%
-35.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -7.6% | -4.7% | -2.9% | -7.7% |
| 30D | -6.0% | +3.8% | -9.8% | -5.7% |
| 3M | -0.8% | +16.2% | -16.9% | -0.6% |
| 6M | +16.5% | +11.7% | +4.8% | +15.2% |
| YTD | -11.1% | +44.2% | -55.3% | -12.4% |
| 1Y | -16.7% | +18.6% | -35.3% | -20.0% |
| All | -16.7% | +19.2% | -35.9% | -20.0% |
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