-3.1%
NVO vs LH
+27.0%
-30.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.6% |
| 7D | -7.6% | -4.7% | -2.9% | -6.2% |
| 30D | -6.0% | -3.5% | -2.5% | -4.9% |
| 3M | -0.8% | +17.7% | -18.5% | -5.7% |
| 6M | +16.5% | +15.8% | +0.7% | +11.1% |
| YTD | -11.1% | +25.1% | -36.2% | -17.7% |
| 1Y | -16.7% | +12.5% | -29.2% | -20.3% |
| 3Y | -52.9% | +59.8% | -112.7% | -59.7% |
| All | -3.1% | +27.0% | -30.1% | -9.8% |
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