-9.4%
NVTS vs LH
+42.0%
-51.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -2.4% |
| 7D | +3.5% | -3.2% | +6.7% | +6.0% |
| 30D | -11.9% | +0.1% | -12.1% | -12.2% |
| 3M | -49.2% | +18.6% | -67.9% | -56.8% |
| 6M | +38.4% | +17.9% | +20.5% | +18.3% |
| YTD | +62.5% | +28.9% | +33.5% | +26.7% |
| 1Y | +101.4% | +16.6% | +84.8% | +73.1% |
| 3Y | +40.4% | +63.6% | -23.1% | -12.1% |
| All | -9.4% | +42.0% | -51.3% | -37.1% |
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