+53.7%
NVS vs LH
+56.3%
-2.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +1.2% |
| 7D | -15.7% | -7.4% | -8.3% | -13.9% |
| 30D | -11.1% | -4.6% | -6.5% | -10.0% |
| 3M | -7.2% | +14.5% | -21.7% | -10.5% |
| 6M | -12.3% | +14.8% | -27.1% | -15.6% |
| YTD | +2.8% | +23.3% | -20.5% | -3.0% |
| 1Y | +11.9% | +13.6% | -1.7% | +7.7% |
| All | +53.7% | +56.3% | -2.7% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling