+7,836.4%
NVDA vs LH
+261.9%
+7,574.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -12.7% | +1.1% | -13.8% | -13.2% |
| 30D | -26.4% | +16.7% | -43.2% | -32.0% |
| 3M | -27.6% | +15.1% | -42.7% | -32.8% |
| 6M | -27.7% | +46.3% | -74.1% | -40.9% |
| YTD | -12.5% | +48.8% | -61.2% | -29.8% |
| 1Y | -12.6% | +39.7% | -52.3% | -27.6% |
| 3Y | +235.9% | +87.0% | +148.9% | +127.2% |
| 5Y | +438.2% | +53.0% | +385.2% | +304.6% |
| All | +7,836.4% | +261.9% | +7,574.6% | +3,739.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling