+102.8%
NOK vs LH
+23.7%
+79.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -0.2% |
| 7D | +8.7% | -7.4% | +16.1% | +10.7% |
| 30D | +12.5% | -4.6% | +17.1% | +13.7% |
| 3M | -20.7% | +14.5% | -35.3% | -23.8% |
| 6M | +36.2% | +14.8% | +21.4% | +30.4% |
| YTD | +64.1% | +23.3% | +40.9% | +53.3% |
| 1Y | +132.4% | +13.6% | +118.8% | +121.7% |
| 3Y | +182.9% | +56.3% | +126.5% | +131.2% |
| 5Y | +102.8% | +25.2% | +77.6% | +73.7% |
| All | +102.8% | +23.7% | +79.1% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling