-10.8%
NVTS vs LNG
+42.0%
-52.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.2% | +15.1% | +6.7% |
| 7D | -0.3% | -1.9% | +1.6% | -0.5% |
| 30D | -24.4% | +6.2% | -30.6% | -22.2% |
| 3M | -26.5% | +13.7% | -40.2% | -22.1% |
| 6M | -41.4% | +7.5% | -48.9% | -36.2% |
| YTD | +30.7% | +51.3% | -20.6% | +7.7% |
| 1Y | -10.8% | +42.6% | -53.4% | -22.6% |
| All | -10.8% | +42.0% | -52.8% | -22.6% |
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 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