+6.9%
NXT vs LH
+44.2%
-37.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +3.9% | +7.2% | +11.4% |
| 7D | +30.0% | +2.1% | +27.9% | +30.0% |
| 30D | +28.6% | +19.2% | +9.4% | +30.8% |
| 3M | +8.4% | +18.0% | -9.6% | +10.3% |
| 6M | -8.7% | +46.1% | -54.8% | -2.7% |
| YTD | +22.5% | +47.7% | -25.2% | +29.0% |
| 1Y | +6.9% | +47.2% | -40.3% | +11.2% |
| All | +6.9% | +44.2% | -37.3% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling