-9.0%
NOC vs LH
+11.8%
-20.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +1.4% |
| 7D | -1.8% | -7.4% | +5.6% | -0.4% |
| 30D | -9.4% | -4.6% | -4.9% | -8.8% |
| 3M | -3.8% | +14.5% | -18.4% | -6.8% |
| 6M | -28.8% | +14.8% | -43.6% | -31.1% |
| YTD | -7.9% | +23.3% | -31.1% | -12.7% |
| 1Y | -9.0% | +13.6% | -22.6% | -12.4% |
| All | -9.0% | +11.8% | -20.8% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling