+298.7%
LH vs NWSA
+123.2%
+175.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -0.8% | -2.6% | +1.8% | 0.0% |
| 30D | +2.0% | +4.6% | -2.6% | +0.5% |
| 3M | +24.3% | +10.2% | +14.1% | +20.1% |
| 6M | +21.1% | +21.6% | -0.6% | +13.1% |
| YTD | +30.4% | +14.6% | +15.8% | +23.9% |
| 1Y | +18.4% | +0.4% | +18.0% | +17.1% |
| 3Y | +65.5% | +45.0% | +20.5% | +43.9% |
| 5Y | +29.9% | +41.3% | -11.4% | +10.7% |
| 10Y | +186.6% | +142.8% | +43.9% | +84.0% |
| All | +298.7% | +123.2% | +175.6% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling