+18,733.5%
NOC vs LH
+1,382.1%
+17,351.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | -5.2% | -2.5% | -2.7% | -4.9% |
| 30D | -7.2% | +4.3% | -11.5% | -7.7% |
| 3M | -5.1% | +25.5% | -30.6% | -7.7% |
| 6M | -31.1% | +17.0% | -48.0% | -32.4% |
| YTD | -8.6% | +31.3% | -39.8% | -11.6% |
| 1Y | -9.7% | +20.0% | -29.7% | -11.9% |
| 3Y | +24.3% | +63.9% | -39.6% | +16.4% |
| 5Y | +52.6% | +30.9% | +21.8% | +45.8% |
| 10Y | +183.6% | +191.4% | -7.8% | +144.5% |
| All | +18,733.5% | +1,382.1% | +17,351.4% | +13,685.3% |
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 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