+5,852.5%
NSC vs LH
+1,382.1%
+4,470.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -5.5% | -2.5% | -3.1% | -5.2% |
| 30D | -3.2% | +4.3% | -7.6% | -3.8% |
| 3M | +7.7% | +25.5% | -17.9% | +4.0% |
| 6M | +4.5% | +17.0% | -12.4% | +1.9% |
| YTD | +15.6% | +31.3% | -15.7% | +10.7% |
| 1Y | +19.8% | +20.0% | -0.1% | +16.3% |
| 3Y | +70.1% | +63.9% | +6.2% | +57.2% |
| 5Y | +46.1% | +30.9% | +15.3% | +38.9% |
| 10Y | +328.1% | +191.4% | +136.7% | +263.4% |
| All | +5,852.5% | +1,382.1% | +4,470.4% | +4,077.0% |
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 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