-9.1%
NVTS vs LH
+37.7%
-46.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.1% |
| 7D | -1.4% | -4.7% | +3.3% | +2.4% |
| 30D | -16.5% | -3.5% | -13.0% | -14.3% |
| 3M | -47.6% | +17.7% | -65.3% | -55.2% |
| 6M | +7.3% | +15.8% | -8.5% | -7.1% |
| YTD | +62.9% | +25.1% | +37.8% | +30.1% |
| 1Y | +91.3% | +12.5% | +78.8% | +69.1% |
| 3Y | +43.4% | +59.8% | -16.4% | -8.7% |
| All | -9.1% | +37.7% | -46.9% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling