+172.1%
NXT vs LH
+53.0%
+119.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | -1.9% | -4.7% | +2.8% | -1.2% |
| 30D | -20.0% | -3.5% | -16.6% | -19.6% |
| 3M | -30.7% | +17.7% | -48.4% | -32.6% |
| 6M | -29.0% | +15.8% | -44.7% | -30.7% |
| YTD | -4.8% | +25.1% | -29.9% | -9.3% |
| 1Y | +22.8% | +12.5% | +10.3% | +20.3% |
| 3Y | +93.9% | +59.8% | +34.2% | +64.4% |
| All | +172.1% | +53.0% | +119.2% | +127.9% |
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