+302.3%
NEM vs LH
+183.3%
+119.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -1.0% | -4.7% | +3.7% | -0.1% |
| 30D | +7.8% | -3.5% | +11.3% | +8.6% |
| 3M | +30.2% | +17.7% | +12.5% | +26.2% |
| 6M | +9.6% | +15.8% | -6.2% | +6.5% |
| YTD | +27.8% | +25.1% | +2.7% | +22.4% |
| 1Y | +60.7% | +12.5% | +48.2% | +56.9% |
| 3Y | +245.3% | +59.8% | +185.5% | +213.4% |
| 5Y | +155.3% | +27.1% | +128.3% | +138.3% |
| All | +302.3% | +183.3% | +119.0% | +221.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling