-6.3%
NVTS vs LNG
+169.9%
-176.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +2.8% |
| 7D | +9.7% | -6.2% | +15.8% | +11.0% |
| 30D | -13.6% | +8.0% | -21.6% | -15.1% |
| 3M | -51.0% | +16.9% | -67.9% | -53.2% |
| 6M | +46.3% | +8.7% | +37.7% | +40.8% |
| YTD | +68.1% | +43.0% | +25.1% | +47.8% |
| 1Y | +113.9% | +19.4% | +94.5% | +98.4% |
| 3Y | +45.3% | +74.7% | -29.4% | +11.0% |
| All | -6.3% | +169.9% | -176.1% | -29.5% |
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