+3,403.6%
LH vs NVMI
+1,976.9%
+1,426.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -3.2% | +6.9% | -10.1% | -3.6% |
| 30D | +0.1% | -2.8% | +3.0% | +0.3% |
| 3M | +18.6% | -27.3% | +46.0% | +20.4% |
| 6M | +17.9% | -13.7% | +31.6% | +18.1% |
| YTD | +28.9% | +13.8% | +15.1% | +26.9% |
| 1Y | +16.6% | +34.9% | -18.2% | +13.4% |
| 3Y | +63.6% | +213.5% | -150.0% | +49.1% |
| 5Y | +30.0% | +272.5% | -242.5% | +16.5% |
| 10Y | +191.9% | +3,142.4% | -2,950.5% | +136.3% |
| All | +3,403.6% | +1,976.9% | +1,426.7% | +2,457.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling