-52.9%
NVO vs LNT
+46.9%
-99.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | -7.6% | -1.0% | -6.5% | -7.5% |
| 30D | -6.0% | -4.2% | -1.7% | -5.6% |
| 3M | -0.8% | -6.7% | +5.9% | 0.0% |
| 6M | +16.5% | -3.6% | +20.0% | +17.1% |
| YTD | -11.1% | +5.9% | -17.0% | -11.6% |
| 1Y | -16.7% | +7.3% | -24.0% | -17.3% |
| 3Y | -52.9% | +46.5% | -99.4% | -53.8% |
| All | -52.9% | +46.9% | -99.8% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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