+70.9%
NVT vs LH
+20.0%
+50.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.4% |
| 7D | +5.1% | -2.5% | +7.5% | +4.8% |
| 30D | -3.7% | +4.3% | -8.1% | -3.2% |
| 3M | -10.1% | +25.5% | -35.7% | -7.9% |
| 6M | +37.5% | +17.0% | +20.5% | +41.4% |
| YTD | +53.7% | +31.3% | +22.5% | +58.4% |
| 1Y | +70.9% | +20.0% | +50.9% | +75.4% |
| All | +70.9% | +20.0% | +50.9% | +75.4% |
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