-28.6%
NOW vs LH
+17.9%
-46.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.8% |
| 7D | -6.1% | -0.8% | -5.2% | -5.9% |
| 30D | +7.5% | +2.0% | +5.5% | +7.0% |
| 3M | +17.5% | +24.3% | -6.7% | +12.2% |
| 6M | +7.9% | +21.1% | -13.1% | +3.8% |
| YTD | -12.4% | +30.4% | -42.8% | -17.3% |
| 1Y | -28.6% | +18.4% | -46.9% | -32.4% |
| All | -28.6% | +17.9% | -46.4% | -32.4% |
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