+1,516.1%
NRG vs LH
+983.4%
+532.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.0% |
| 7D | +3.9% | -3.2% | +7.0% | +5.4% |
| 30D | -3.0% | +0.1% | -3.1% | -3.2% |
| 3M | -10.9% | +18.6% | -29.5% | -18.4% |
| 6M | -25.3% | +17.9% | -43.2% | -31.6% |
| YTD | -26.8% | +28.9% | -55.8% | -35.9% |
| 1Y | -23.3% | +16.6% | -39.9% | -30.0% |
| 3Y | +208.6% | +63.6% | +145.1% | +135.2% |
| 5Y | +194.1% | +30.0% | +164.1% | +145.8% |
| 10Y | +1,123.6% | +191.9% | +931.7% | +531.1% |
| All | +1,516.1% | +983.4% | +532.7% | +422.8% |
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 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