+95.7%
NTR vs LH
+146.3%
-50.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +0.5% | -3.2% | +3.7% | +1.8% |
| 30D | +21.7% | +0.1% | +21.6% | +21.6% |
| 3M | +22.8% | +18.6% | +4.1% | +14.7% |
| 6M | +8.2% | +17.9% | -9.7% | +0.8% |
| YTD | +32.9% | +28.9% | +4.0% | +19.3% |
| 1Y | +45.3% | +16.6% | +28.7% | +35.5% |
| 3Y | +41.7% | +63.6% | -21.9% | +12.2% |
| 5Y | +49.8% | +30.0% | +19.8% | +28.6% |
| All | +95.7% | +146.3% | -50.7% | +13.6% |
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