-99.2%
NVD vs LH
+56.2%
-155.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.8% |
| 7D | -7.7% | -0.8% | -6.8% | -7.7% |
| 30D | -5.8% | +2.0% | -7.8% | -5.6% |
| 3M | -23.2% | +24.3% | -47.5% | -21.2% |
| 6M | -49.7% | +21.1% | -70.8% | -48.6% |
| YTD | -47.7% | +30.4% | -78.1% | -45.5% |
| 1Y | -61.3% | +18.4% | -79.7% | -60.7% |
| 3Y | -99.2% | +65.5% | -164.6% | -99.1% |
| All | -99.2% | +56.2% | -155.4% | -99.2% |
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