-54.2%
NVD vs LH
+14.9%
-69.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +10.8% | -4.7% | +15.5% | +12.3% |
| 30D | +0.8% | -3.5% | +4.2% | +1.6% |
| 3M | -20.8% | +17.7% | -38.5% | -26.1% |
| 6M | -41.2% | +15.8% | -56.9% | -44.9% |
| YTD | -44.2% | +25.1% | -69.3% | -49.3% |
| 1Y | -54.2% | +12.5% | -66.7% | -54.7% |
| All | -54.2% | +14.9% | -69.1% | -54.7% |
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