+335.7%
NSC vs LH
+185.6%
+150.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.9% |
| 7D | -2.0% | -3.2% | +1.1% | -0.6% |
| 30D | -3.2% | +0.1% | -3.3% | -3.3% |
| 3M | +3.9% | +18.6% | -14.7% | -4.2% |
| 6M | +7.8% | +17.9% | -10.1% | -0.8% |
| YTD | +13.4% | +28.9% | -15.5% | -0.1% |
| 1Y | +20.3% | +16.6% | +3.7% | +10.7% |
| 3Y | +76.1% | +63.6% | +12.5% | +35.4% |
| 5Y | +45.0% | +30.0% | +15.0% | +22.3% |
| 10Y | +335.7% | +191.9% | +143.8% | +126.0% |
| All | +335.7% | +185.6% | +150.1% | +126.0% |
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