+140.2%
NI vs LH
+183.3%
-43.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | 0.0% | -4.7% | +4.7% | +1.6% |
| 30D | -1.4% | -3.5% | +2.1% | -0.3% |
| 3M | -10.6% | +17.7% | -28.3% | -15.7% |
| 6M | -9.3% | +15.8% | -25.1% | -14.2% |
| YTD | +1.1% | +25.1% | -24.0% | -7.1% |
| 1Y | +3.4% | +12.5% | -9.1% | -1.7% |
| 3Y | +67.9% | +59.8% | +8.1% | +39.1% |
| 5Y | +98.0% | +27.1% | +70.9% | +74.7% |
| All | +140.2% | +183.3% | -43.1% | +48.9% |
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