-61.4%
NVD vs LH
+20.0%
-81.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | -11.1% | -2.5% | -8.7% | -10.3% |
| 30D | -13.3% | +4.3% | -17.6% | -14.8% |
| 3M | -19.8% | +25.5% | -45.3% | -27.1% |
| 6M | -48.8% | +17.0% | -65.8% | -52.1% |
| YTD | -49.7% | +31.3% | -80.9% | -55.5% |
| 1Y | -61.4% | +20.0% | -81.3% | -62.7% |
| All | -61.4% | +20.0% | -81.4% | -62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling