+302.5%
NSC vs LH
+259.5%
+43.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.2% |
| 7D | -5.4% | +4.6% | -9.9% | -7.3% |
| 30D | +2.9% | +19.1% | -16.2% | -5.3% |
| 3M | -2.2% | +16.7% | -18.9% | -9.3% |
| 6M | +5.3% | +47.0% | -41.8% | -12.7% |
| YTD | +14.8% | +49.3% | -34.6% | -6.0% |
| 1Y | +16.6% | +48.6% | -32.1% | -4.4% |
| 3Y | +78.6% | +87.8% | -9.3% | +28.2% |
| 5Y | +27.2% | +65.0% | -37.9% | -4.9% |
| 10Y | +302.5% | +275.0% | +27.5% | +87.1% |
| All | +302.5% | +259.5% | +43.1% | +87.1% |
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