+1,682.3%
NOK vs LH
+1,163.4%
+518.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.3% |
| 7D | +7.3% | -0.8% | +8.1% | +7.4% |
| 30D | +13.8% | +2.0% | +11.8% | +13.2% |
| 3M | -27.0% | +24.3% | -51.3% | -31.0% |
| 6M | +37.6% | +21.1% | +16.5% | +30.6% |
| YTD | +64.6% | +30.4% | +34.2% | +53.2% |
| 1Y | +132.0% | +18.4% | +113.7% | +120.3% |
| 3Y | +183.7% | +65.5% | +118.2% | +146.1% |
| 5Y | +101.3% | +29.9% | +71.4% | +84.0% |
| 10Y | +122.4% | +186.6% | -64.3% | +64.8% |
| All | +1,682.3% | +1,163.4% | +518.8% | +698.0% |
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