+14,546.7%
NVDA vs LH
+183.3%
+14,363.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.7% |
| 7D | -5.1% | -4.7% | -0.4% | -2.9% |
| 30D | -2.5% | -3.5% | +1.0% | -0.9% |
| 3M | +6.7% | +17.7% | -11.0% | -2.1% |
| 6M | +17.6% | +15.8% | +1.8% | +8.4% |
| YTD | +17.3% | +25.1% | -7.8% | +3.3% |
| 1Y | +23.5% | +12.5% | +11.0% | +14.0% |
| 3Y | +384.6% | +59.8% | +324.9% | +256.7% |
| 5Y | +875.4% | +27.1% | +848.3% | +710.5% |
| All | +14,546.7% | +183.3% | +14,363.4% | +8,037.6% |
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