+37.9%
NTR vs LH
+58.7%
-20.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -1.3% | -4.7% | +3.4% | -0.4% |
| 30D | +16.8% | -3.5% | +20.3% | +17.6% |
| 3M | +20.7% | +17.7% | +3.1% | +17.0% |
| 6M | +0.5% | +15.8% | -15.2% | -2.5% |
| YTD | +29.2% | +25.1% | +4.1% | +23.0% |
| 1Y | +39.6% | +12.5% | +27.1% | +36.1% |
| 3Y | +37.9% | +59.8% | -21.9% | +18.7% |
| All | +37.9% | +58.7% | -20.8% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling