+45.4%
NU vs LH
+31.8%
+13.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +2.2% |
| 7D | -4.2% | -7.4% | +3.2% | -0.7% |
| 30D | +10.0% | -4.6% | +14.6% | +12.3% |
| 3M | +29.3% | +14.5% | +14.7% | +20.5% |
| 6M | +0.9% | +14.8% | -13.9% | -6.1% |
| YTD | -10.3% | +23.3% | -33.5% | -20.1% |
| 1Y | -3.2% | +13.6% | -16.8% | -10.2% |
| 3Y | +120.6% | +56.3% | +64.2% | +65.7% |
| All | +45.4% | +31.8% | +13.6% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling