+20.0%
LH vs NTRS
+46.5%
-26.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -2.5% | -0.1% | -2.4% | -2.4% |
| 30D | +4.3% | +1.2% | +3.1% | +4.1% |
| 3M | +25.5% | +8.3% | +17.2% | +23.5% |
| 6M | +17.0% | +30.0% | -13.0% | +11.3% |
| YTD | +31.3% | +38.0% | -6.8% | +22.1% |
| 1Y | +20.0% | +47.4% | -27.4% | +9.7% |
| All | +20.0% | +46.5% | -26.5% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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