+179.2%
LH vs NWSA
+149.4%
+29.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -4.7% | -2.8% | -1.9% | -3.8% |
| 30D | -3.5% | +3.0% | -6.5% | -4.5% |
| 3M | +17.7% | +12.3% | +5.4% | +12.8% |
| 6M | +15.8% | +21.9% | -6.1% | +7.7% |
| YTD | +25.1% | +13.6% | +11.5% | +18.8% |
| 1Y | +12.5% | +0.5% | +12.0% | +11.2% |
| 3Y | +59.8% | +43.8% | +16.0% | +38.2% |
| 5Y | +27.1% | +41.2% | -14.1% | +7.2% |
| All | +179.2% | +149.4% | +29.8% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling