+59.4%
LH vs NWSA
+18.8%
+40.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.3% |
| 7D | +1.1% | +2.2% | -1.1% | +0.4% |
| 30D | +16.7% | -8.8% | +25.5% | +19.3% |
| 3M | +15.1% | -6.5% | +21.6% | +16.7% |
| 6M | +46.3% | +1.5% | +44.8% | +44.4% |
| YTD | +48.8% | +4.0% | +44.7% | +45.1% |
| 1Y | +39.7% | +3.4% | +36.3% | +36.5% |
| 3Y | +87.0% | +34.8% | +52.2% | +68.1% |
| All | +59.4% | +18.8% | +40.6% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling