+90.2%
NTR vs LH
+139.0%
-48.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | -1.3% | -4.7% | +3.4% | +0.5% |
| 30D | +16.8% | -3.5% | +20.3% | +18.3% |
| 3M | +20.7% | +17.7% | +3.1% | +13.1% |
| 6M | +0.5% | +15.8% | -15.2% | -5.7% |
| YTD | +29.2% | +25.1% | +4.1% | +17.3% |
| 1Y | +39.6% | +12.5% | +27.1% | +32.0% |
| 3Y | +37.9% | +59.8% | -21.9% | +10.2% |
| 5Y | +47.1% | +27.1% | +20.0% | +27.2% |
| All | +90.2% | +139.0% | -48.8% | +11.7% |
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