+20,029.9%
NOC vs LH
+1,579.7%
+18,450.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +4.8% | +1.1% | +3.8% | +4.7% |
| 30D | +11.0% | +16.7% | -5.7% | +9.0% |
| 3M | -3.8% | +15.1% | -18.9% | -5.5% |
| 6M | +0.6% | +46.3% | -45.7% | -3.9% |
| YTD | -2.3% | +48.8% | -51.1% | -7.0% |
| 1Y | +0.3% | +39.7% | -39.5% | -3.9% |
| 3Y | +24.6% | +87.0% | -62.4% | +14.9% |
| 5Y | +66.0% | +53.0% | +13.0% | +55.7% |
| 10Y | +161.2% | +264.3% | -103.2% | +119.8% |
| All | +20,029.9% | +1,579.7% | +18,450.2% | +14,404.8% |
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