+37.5%
NVTS vs LNG
+74.3%
-36.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -3.8% |
| 7D | +0.5% | -4.5% | +4.9% | 0.0% |
| 30D | -18.0% | +4.7% | -22.7% | -17.6% |
| 3M | -45.6% | +15.1% | -60.8% | -45.1% |
| 6M | +28.5% | +13.6% | +14.9% | +28.5% |
| YTD | +56.2% | +44.0% | +12.2% | +52.4% |
| 1Y | +97.7% | +18.4% | +79.3% | +94.8% |
| All | +37.5% | +74.3% | -36.8% | +24.8% |
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