+2,622.7%
NVDL vs LH
+67.8%
+2,554.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -0.8% | -3.2% | +2.3% | -0.4% |
| 30D | +3.4% | +0.1% | +3.3% | +3.4% |
| 3M | +8.1% | +18.6% | -10.5% | +5.6% |
| 6M | +31.9% | +17.9% | +13.9% | +28.9% |
| YTD | +21.1% | +28.9% | -7.8% | +15.5% |
| 1Y | +34.0% | +16.6% | +17.4% | +30.4% |
| 3Y | +677.9% | +63.6% | +614.4% | +613.1% |
| All | +2,622.7% | +67.8% | +2,554.9% | +2,320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling