+1,076.7%
NVS vs LH
+4,571.5%
-3,494.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -15.4% | -3.2% | -12.2% | -15.0% |
| 30D | -12.3% | +0.1% | -12.5% | -12.3% |
| 3M | -7.8% | +18.6% | -26.4% | -10.1% |
| 6M | -13.0% | +17.9% | -30.9% | -15.1% |
| YTD | +2.8% | +28.9% | -26.2% | -1.0% |
| 1Y | +10.6% | +16.6% | -6.0% | +8.0% |
| 3Y | +55.1% | +63.6% | -8.5% | +43.8% |
| 5Y | +91.7% | +30.0% | +61.7% | +82.2% |
| 10Y | +181.2% | +191.9% | -10.7% | +136.1% |
| All | +1,076.7% | +4,571.5% | -3,494.8% | +625.8% |
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 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