+174.9%
NVS vs LH
+183.3%
-8.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | -14.3% | -4.7% | -9.6% | -13.2% |
| 30D | -10.0% | -3.5% | -6.5% | -9.1% |
| 3M | -10.9% | +17.7% | -28.6% | -14.7% |
| 6M | -12.0% | +15.8% | -27.7% | -15.5% |
| YTD | +2.5% | +25.1% | -22.6% | -3.6% |
| 1Y | +10.7% | +12.5% | -1.8% | +6.8% |
| 3Y | +53.3% | +59.8% | -6.5% | +33.8% |
| 5Y | +93.6% | +27.1% | +66.5% | +77.1% |
| All | +174.9% | +183.3% | -8.4% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling