-6.3%
NVTS vs LH
+43.6%
-49.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.2% |
| 7D | +9.7% | -0.8% | +10.5% | +10.3% |
| 30D | -13.6% | +2.0% | -15.6% | -15.2% |
| 3M | -51.0% | +24.3% | -75.2% | -60.0% |
| 6M | +46.3% | +21.1% | +25.3% | +22.4% |
| YTD | +68.1% | +30.4% | +37.6% | +29.9% |
| 1Y | +113.9% | +18.4% | +95.5% | +81.7% |
| 3Y | +45.3% | +65.5% | -20.2% | -9.9% |
| All | -6.3% | +43.6% | -49.9% | -35.5% |
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 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