+5,412.4%
NI vs LH
+1,382.1%
+4,030.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.5% |
| 7D | +2.0% | -2.5% | +4.5% | +2.3% |
| 30D | -3.5% | +4.3% | -7.9% | -4.0% |
| 3M | -9.1% | +25.5% | -34.7% | -11.3% |
| 6M | -11.8% | +17.0% | -28.8% | -13.4% |
| YTD | +1.1% | +31.3% | -30.2% | -2.0% |
| 1Y | +6.7% | +20.0% | -13.3% | +4.4% |
| 3Y | +71.1% | +63.9% | +7.2% | +61.6% |
| 5Y | +94.3% | +30.9% | +63.5% | +86.9% |
| 10Y | +135.8% | +191.4% | -55.6% | +108.9% |
| All | +5,412.4% | +1,382.1% | +4,030.3% | +4,292.0% |
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 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