-24.0%
NKE vs LH
+183.3%
-207.3%
-77.4%
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% | -0.1% |
| 7D | -4.2% | -4.7% | +0.5% | -2.2% |
| 30D | -8.2% | -3.5% | -4.7% | -6.9% |
| 3M | -19.1% | +17.7% | -36.8% | -24.7% |
| 6M | -32.6% | +15.8% | -48.4% | -37.0% |
| YTD | -40.7% | +25.1% | -65.8% | -46.5% |
| 1Y | -48.9% | +12.5% | -61.4% | -51.9% |
| 3Y | -59.2% | +59.8% | -119.0% | -67.5% |
| 5Y | -75.3% | +27.1% | -102.4% | -78.7% |
| All | -24.0% | +183.3% | -207.3% | -54.3% |
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 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