+61.6%
NBIX vs LH
+27.0%
+34.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | +0.4% | -4.7% | +5.1% | +1.9% |
| 30D | -0.2% | -3.5% | +3.3% | +0.9% |
| 3M | -4.0% | +17.7% | -21.7% | -9.1% |
| 6M | +20.6% | +15.8% | +4.8% | +14.7% |
| YTD | +10.1% | +25.1% | -15.0% | +2.1% |
| 1Y | +8.8% | +12.5% | -3.7% | +4.2% |
| 3Y | +42.5% | +59.8% | -17.3% | +21.5% |
| All | +61.6% | +27.0% | +34.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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