-52.9%
NVO vs LNG
+74.6%
-127.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -7.6% | -4.7% | -2.9% | -7.4% |
| 30D | -6.0% | +3.8% | -9.8% | -6.1% |
| 3M | -0.8% | +16.2% | -16.9% | -1.5% |
| 6M | +16.5% | +11.7% | +4.8% | +15.4% |
| YTD | -11.1% | +44.2% | -55.3% | -13.5% |
| 1Y | -16.7% | +18.6% | -35.3% | -17.9% |
| 3Y | -52.9% | +77.4% | -130.3% | -54.6% |
| All | -52.9% | +74.6% | -127.5% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling