+4,902.9%
NKE vs LH
+1,355.8%
+3,547.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -2.3% | -3.2% | +0.9% | -1.9% |
| 30D | -10.4% | +0.1% | -10.5% | -10.4% |
| 3M | -15.5% | +18.6% | -34.1% | -17.5% |
| 6M | -32.6% | +17.9% | -50.6% | -34.2% |
| YTD | -39.8% | +28.9% | -68.8% | -42.0% |
| 1Y | -47.6% | +16.6% | -64.2% | -48.8% |
| 3Y | -59.0% | +63.6% | -122.6% | -61.9% |
| 5Y | -74.9% | +30.0% | -105.0% | -76.0% |
| 10Y | -21.9% | +191.9% | -213.9% | -32.8% |
| All | +4,902.9% | +1,355.8% | +3,547.0% | +3,650.1% |
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