+911.9%
NVDA vs LH
+28.2%
+883.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.5% |
| 7D | -0.3% | -3.2% | +2.9% | +0.8% |
| 30D | +2.8% | +0.1% | +2.7% | +2.7% |
| 3M | +7.4% | +18.6% | -11.2% | +0.8% |
| 6M | +22.6% | +17.9% | +4.7% | +15.0% |
| YTD | +20.1% | +28.9% | -8.9% | +8.0% |
| 1Y | +31.2% | +16.6% | +14.5% | +22.3% |
| 3Y | +391.7% | +63.6% | +328.2% | +273.9% |
| 5Y | +911.9% | +30.0% | +881.9% | +780.3% |
| All | +911.9% | +28.2% | +883.7% | +780.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling