+28.4%
NVS vs LH
+20.0%
+8.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | +4.0% | -2.5% | +6.5% | +4.9% |
| 30D | +3.6% | +4.3% | -0.7% | +2.0% |
| 3M | +7.8% | +25.5% | -17.7% | -0.3% |
| 6M | -0.2% | +17.0% | -17.1% | -5.7% |
| YTD | +19.6% | +31.3% | -11.7% | +8.1% |
| 1Y | +28.4% | +20.0% | +8.4% | +20.6% |
| All | +28.4% | +20.0% | +8.4% | +20.6% |
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