+420.3%
NVT vs LH
+27.0%
+393.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.2% | +4.1% |
| 7D | +4.1% | -4.7% | +8.8% | +5.7% |
| 30D | -5.1% | -3.5% | -1.6% | -4.1% |
| 3M | -1.2% | +17.7% | -18.9% | -7.2% |
| 6M | +46.6% | +15.8% | +30.8% | +38.2% |
| YTD | +60.0% | +25.1% | +34.9% | +45.8% |
| 1Y | +70.8% | +12.5% | +58.3% | +61.9% |
| 3Y | +187.5% | +59.8% | +127.8% | +130.8% |
| All | +420.3% | +27.0% | +393.3% | +332.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling