+5,849.2%
NSC vs LH
+1,581.5%
+4,267.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -3.4% | +4.8% | -8.2% | -4.1% |
| 30D | +3.6% | +18.8% | -15.2% | +0.9% |
| 3M | -1.4% | +15.7% | -17.1% | -3.7% |
| 6M | +6.0% | +46.7% | -40.7% | -0.2% |
| YTD | +15.5% | +48.9% | -33.4% | +8.4% |
| 1Y | +16.2% | +43.5% | -27.2% | +9.7% |
| 3Y | +76.9% | +86.9% | -10.0% | +60.1% |
| 5Y | +29.3% | +60.4% | -31.1% | +19.2% |
| 10Y | +298.3% | +260.7% | +37.6% | +228.4% |
| All | +5,849.2% | +1,581.5% | +4,267.7% | +3,990.2% |
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