+2,771.1%
NOW vs LH
+331.6%
+2,439.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.3% |
| 7D | -2.4% | -2.5% | +0.1% | -1.2% |
| 30D | +20.5% | +4.3% | +16.2% | +18.0% |
| 3M | +18.3% | +25.5% | -7.2% | +5.2% |
| 6M | +24.1% | +17.0% | +7.1% | +14.4% |
| YTD | -7.8% | +31.3% | -39.1% | -20.3% |
| 1Y | -21.4% | +20.0% | -41.4% | -29.2% |
| 3Y | +19.5% | +63.9% | -44.3% | -9.8% |
| 5Y | +4.1% | +30.9% | -26.8% | -12.6% |
| 10Y | +826.4% | +191.4% | +635.0% | +373.5% |
| All | +2,771.1% | +331.6% | +2,439.5% | +1,050.9% |
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 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