+33,313.9%
NVO vs LH
+1,291.7%
+32,022.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.8% |
| 7D | -7.4% | -7.4% | 0.0% | -6.6% |
| 30D | -5.5% | -4.6% | -0.9% | -5.0% |
| 3M | +4.1% | +14.5% | -10.4% | +2.6% |
| 6M | +19.3% | +14.8% | +4.5% | +17.6% |
| YTD | -9.2% | +23.3% | -32.4% | -11.3% |
| 1Y | -15.0% | +13.6% | -28.6% | -16.3% |
| 3Y | -50.9% | +56.3% | -107.2% | -53.2% |
| 5Y | -0.9% | +25.2% | -26.1% | -3.9% |
| 10Y | +152.4% | +179.1% | -26.6% | +125.1% |
| All | +33,313.9% | +1,291.7% | +32,022.2% | +26,321.1% |
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