+2,490.2%
NVDL vs LH
+62.8%
+2,427.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -10.3% | -4.7% | -5.6% | -9.7% |
| 30D | -7.1% | -3.5% | -3.6% | -6.6% |
| 3M | +6.6% | +17.7% | -11.1% | +4.2% |
| 6M | +21.1% | +15.8% | +5.3% | +18.6% |
| YTD | +15.2% | +25.1% | -9.9% | +10.4% |
| 1Y | +18.8% | +12.5% | +6.3% | +16.4% |
| 3Y | +649.9% | +59.8% | +590.1% | +588.8% |
| All | +2,490.2% | +62.8% | +2,427.3% | +2,212.9% |
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 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