+192.7%
NXT vs LH
+87.4%
+105.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -5.7% | +1.2% | -6.9% | -5.9% |
| 30D | +18.5% | +18.0% | +0.6% | +16.2% |
| 3M | -4.1% | +15.7% | -19.8% | -5.8% |
| 6M | -20.3% | +46.6% | -67.0% | -24.1% |
| YTD | +15.5% | +49.5% | -34.0% | +8.9% |
| 1Y | -5.0% | +40.2% | -45.1% | -8.9% |
| All | +192.7% | +87.4% | +105.3% | +132.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling