+1,149.8%
NBIX vs LH
+1,812.1%
-662.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +0.4% | -4.7% | +5.1% | +1.7% |
| 30D | -0.2% | -3.5% | +3.3% | +0.7% |
| 3M | -4.0% | +17.7% | -21.7% | -8.4% |
| 6M | +20.6% | +15.8% | +4.8% | +15.4% |
| YTD | +10.1% | +25.1% | -15.0% | +3.1% |
| 1Y | +8.8% | +12.5% | -3.7% | +4.7% |
| 3Y | +42.5% | +59.8% | -17.3% | +23.4% |
| 5Y | +61.5% | +27.1% | +34.4% | +47.2% |
| 10Y | +217.6% | +183.2% | +34.4% | +123.8% |
| All | +1,149.8% | +1,812.1% | -662.4% | +374.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling