+189.8%
NOC vs LH
+179.1%
+10.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +1.7% |
| 7D | -1.8% | -7.4% | +5.6% | +0.1% |
| 30D | -9.4% | -4.6% | -4.9% | -8.5% |
| 3M | -3.8% | +14.5% | -18.4% | -7.2% |
| 6M | -28.8% | +14.8% | -43.6% | -31.4% |
| YTD | -7.9% | +23.3% | -31.1% | -12.9% |
| 1Y | -9.0% | +13.6% | -22.6% | -12.4% |
| 3Y | +29.1% | +56.3% | -27.3% | +13.0% |
| 5Y | +58.9% | +25.2% | +33.7% | +45.6% |
| All | +189.8% | +179.1% | +10.7% | +108.2% |
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