+467.8%
NEM vs LH
+1,372.9%
-905.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +3.9% | -0.8% | +4.7% | +3.9% |
| 30D | +12.7% | +2.0% | +10.7% | +12.6% |
| 3M | +28.7% | +24.3% | +4.4% | +27.3% |
| 6M | +9.8% | +21.1% | -11.3% | +8.7% |
| YTD | +28.1% | +30.4% | -2.3% | +26.4% |
| 1Y | +69.3% | +18.4% | +51.0% | +67.9% |
| 3Y | +247.7% | +65.5% | +182.2% | +238.7% |
| 5Y | +153.4% | +29.9% | +123.5% | +148.8% |
| 10Y | +291.3% | +186.6% | +104.6% | +270.5% |
| All | +467.8% | +1,372.9% | -905.1% | +400.3% |
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