-31.1%
NOC vs LH
+16.1%
-47.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | -5.2% | -2.5% | -2.7% | -4.7% |
| 30D | -7.2% | +4.3% | -11.5% | -8.2% |
| 3M | -5.1% | +25.5% | -30.6% | -10.2% |
| 6M | -31.1% | +17.0% | -48.0% | -34.5% |
| All | -31.1% | +16.1% | -47.1% | -34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling