+790.0%
NOW vs LH
+186.0%
+604.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.7% |
| 7D | -6.1% | -0.8% | -5.2% | -5.7% |
| 30D | +7.5% | +2.0% | +5.5% | +6.5% |
| 3M | +17.5% | +24.3% | -6.7% | +5.8% |
| 6M | +7.9% | +21.1% | -13.1% | -1.5% |
| YTD | -12.4% | +30.4% | -42.8% | -23.5% |
| 1Y | -28.6% | +18.4% | -46.9% | -34.9% |
| 3Y | +11.8% | +65.5% | -53.6% | -14.7% |
| 5Y | +2.6% | +29.9% | -27.2% | -12.8% |
| 10Y | +790.0% | +186.6% | +603.3% | +410.2% |
| All | +790.0% | +186.0% | +604.0% | +410.2% |
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