+20.0%
LH vs NWSA
+5.5%
+14.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | -2.5% | -1.9% | -0.6% | -2.0% |
| 30D | +4.3% | +4.6% | -0.2% | +3.2% |
| 3M | +25.5% | +13.2% | +12.3% | +21.5% |
| 6M | +17.0% | +27.0% | -10.0% | +9.8% |
| YTD | +31.3% | +16.8% | +14.4% | +25.2% |
| 1Y | +20.0% | +4.5% | +15.5% | +18.7% |
| All | +20.0% | +5.5% | +14.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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