+138.6%
NOK vs LH
+183.3%
-44.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.3% |
| 7D | +11.0% | -4.7% | +15.7% | +12.7% |
| 30D | +7.8% | -3.5% | +11.3% | +9.0% |
| 3M | -21.0% | +17.7% | -38.7% | -25.6% |
| 6M | +40.9% | +15.8% | +25.1% | +32.9% |
| YTD | +72.0% | +25.1% | +46.9% | +57.5% |
| 1Y | +140.9% | +12.5% | +128.4% | +128.0% |
| 3Y | +194.3% | +59.8% | +134.5% | +139.1% |
| 5Y | +112.5% | +27.1% | +85.5% | +85.6% |
| All | +138.6% | +183.3% | -44.7% | +43.9% |
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