+235.9%
NVDA vs LH
+86.5%
+149.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -12.7% | +1.1% | -13.8% | -12.8% |
| 30D | -26.4% | +16.7% | -43.2% | -26.9% |
| 3M | -27.6% | +15.1% | -42.7% | -28.0% |
| 6M | -27.7% | +46.3% | -74.1% | -29.3% |
| YTD | -12.5% | +48.8% | -61.2% | -14.8% |
| 1Y | -12.6% | +39.7% | -52.3% | -14.3% |
| 3Y | +235.9% | +87.0% | +148.9% | +250.9% |
| All | +235.9% | +86.5% | +149.5% | +250.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling