+14,818.8%
NVO vs LNG
+1,116.8%
+13,702.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -7.4% | -4.5% | -2.9% | -7.3% |
| 30D | -5.5% | +4.7% | -10.2% | -5.6% |
| 3M | +4.1% | +15.1% | -11.0% | +3.8% |
| 6M | +19.3% | +13.6% | +5.8% | +19.0% |
| YTD | -9.2% | +44.0% | -53.1% | -9.8% |
| 1Y | -15.0% | +18.4% | -33.4% | -15.3% |
| 3Y | -50.9% | +75.9% | -126.7% | -51.5% |
| 5Y | -0.9% | +231.7% | -232.5% | -3.3% |
| 10Y | +152.4% | +549.0% | -396.5% | +142.3% |
| All | +14,818.8% | +1,116.8% | +13,702.0% | +13,840.5% |
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