+25.2%
LH vs NWSA
+39.0%
-13.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.2% |
| 7D | -7.4% | -4.8% | -2.6% | -6.1% |
| 30D | -4.6% | +3.0% | -7.6% | -5.4% |
| 3M | +14.5% | +9.3% | +5.2% | +11.3% |
| 6M | +14.8% | +23.2% | -8.4% | +7.5% |
| YTD | +23.3% | +13.3% | +9.9% | +18.0% |
| 1Y | +13.6% | +2.9% | +10.7% | +11.8% |
| 3Y | +56.3% | +43.3% | +13.0% | +39.0% |
| 5Y | +25.2% | +40.9% | -15.7% | +5.4% |
| All | +25.2% | +39.0% | -13.8% | +5.4% |
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 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