+730.1%
NVT vs LH
+136.4%
+593.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.9% |
| 7D | +7.0% | -3.2% | +10.2% | +8.8% |
| 30D | -2.3% | +0.1% | -2.5% | -2.5% |
| 3M | -3.1% | +18.6% | -21.7% | -12.6% |
| 6M | +47.0% | +17.9% | +29.1% | +32.4% |
| YTD | +56.2% | +28.9% | +27.3% | +33.2% |
| 1Y | +74.5% | +16.6% | +57.9% | +56.4% |
| 3Y | +184.0% | +63.6% | +120.5% | +102.7% |
| 5Y | +410.8% | +30.0% | +380.7% | +310.4% |
| All | +730.1% | +136.4% | +593.8% | +280.4% |
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 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