+179.2%
LH vs NTRS
+259.9%
-80.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | -4.7% | +1.4% | -6.1% | -5.2% |
| 30D | -3.5% | -0.7% | -2.8% | -3.3% |
| 3M | +17.7% | +11.3% | +6.4% | +12.8% |
| 6M | +15.8% | +35.5% | -19.8% | +3.0% |
| YTD | +25.1% | +40.6% | -15.5% | +9.2% |
| 1Y | +12.5% | +49.2% | -36.7% | -4.2% |
| 3Y | +59.8% | +167.2% | -107.5% | +6.7% |
| 5Y | +27.1% | +94.9% | -67.9% | -7.0% |
| All | +179.2% | +259.9% | -80.7% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling