-9.1%
NVTS vs LNG
+172.1%
-181.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | -1.4% | -4.7% | +3.2% | -0.6% |
| 30D | -16.5% | +3.8% | -20.3% | -17.3% |
| 3M | -47.6% | +16.2% | -63.8% | -49.8% |
| 6M | +7.3% | +11.7% | -4.4% | +2.3% |
| YTD | +62.9% | +44.2% | +18.7% | +43.0% |
| 1Y | +91.3% | +18.6% | +72.7% | +78.0% |
| 3Y | +43.4% | +77.4% | -34.0% | +9.0% |
| All | -9.1% | +172.1% | -181.3% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling