-30.2%
NVD vs LH
+44.2%
-74.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.9% | +2.5% | +5.5% |
| 7D | +15.0% | +2.1% | +12.9% | +14.2% |
| 30D | +39.3% | +19.2% | +20.1% | +33.7% |
| 3M | +3.1% | +18.0% | -14.9% | -1.2% |
| 6M | -19.0% | +46.1% | -65.1% | -26.0% |
| YTD | -35.5% | +47.7% | -83.2% | -39.9% |
| 1Y | -30.2% | +47.2% | -77.4% | -33.3% |
| All | -30.2% | +44.2% | -74.4% | -33.3% |
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