+64.7%
LH vs NWSA
+44.1%
+20.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -3.2% | -3.1% | -0.1% | -2.3% |
| 30D | +0.1% | +4.3% | -4.1% | -1.1% |
| 3M | +18.6% | +9.2% | +9.4% | +15.1% |
| 6M | +17.9% | +21.6% | -3.6% | +10.4% |
| YTD | +28.9% | +14.2% | +14.7% | +22.8% |
| 1Y | +16.6% | +1.8% | +14.9% | +15.4% |
| All | +64.7% | +44.1% | +20.6% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling