-21.4%
NOW vs LH
+20.0%
-41.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.6% |
| 7D | -2.4% | -2.5% | +0.1% | -1.8% |
| 30D | +20.5% | +4.3% | +16.2% | +19.4% |
| 3M | +18.3% | +25.5% | -7.2% | +12.7% |
| 6M | +24.1% | +17.0% | +7.1% | +18.6% |
| YTD | -7.8% | +31.3% | -39.1% | -13.1% |
| 1Y | -21.4% | +20.0% | -41.4% | -25.9% |
| All | -21.4% | +20.0% | -41.4% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling