-18.6%
NRG vs LH
+20.0%
-38.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.8% | +6.4% |
| 7D | +7.1% | -2.5% | +9.6% | +7.1% |
| 30D | -1.4% | +4.3% | -5.8% | -1.4% |
| 3M | -10.5% | +25.5% | -36.0% | -11.5% |
| 6M | -26.7% | +17.0% | -43.7% | -27.8% |
| YTD | -24.5% | +31.3% | -55.8% | -24.2% |
| 1Y | -18.6% | +20.0% | -38.5% | -18.8% |
| All | -18.6% | +20.0% | -38.6% | -18.8% |
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