-16.7%
NVO vs LH
+14.9%
-31.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.4% |
| 7D | -7.6% | -4.7% | -2.9% | -6.6% |
| 30D | -6.0% | -3.5% | -2.5% | -5.2% |
| 3M | -0.8% | +17.7% | -18.5% | -2.9% |
| 6M | +16.5% | +15.8% | +0.7% | +13.7% |
| YTD | -11.1% | +25.1% | -36.2% | -15.3% |
| 1Y | -16.7% | +12.5% | -29.2% | -19.0% |
| All | -16.7% | +14.9% | -31.6% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling