+179.2%
LH vs NVMI
+3,158.6%
-2,979.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.2% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -3.5% | -8.4% | +4.9% | -2.3% |
| 3M | +17.7% | -33.6% | +51.3% | +24.5% |
| 6M | +15.8% | -14.7% | +30.4% | +15.9% |
| YTD | +25.1% | +13.2% | +11.9% | +18.4% |
| 1Y | +12.5% | +29.0% | -16.5% | +3.1% |
| 3Y | +59.8% | +215.0% | -155.2% | +13.0% |
| 5Y | +27.1% | +268.6% | -241.5% | -17.5% |
| All | +179.2% | +3,158.6% | -2,979.4% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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