+180.5%
NXT vs LH
+59.5%
+121.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +2.9% | -0.8% | +3.7% | +3.0% |
| 30D | -17.2% | +2.0% | -19.2% | -17.5% |
| 3M | -32.0% | +24.3% | -56.2% | -34.5% |
| 6M | -15.8% | +21.1% | -36.8% | -18.5% |
| YTD | -1.9% | +30.4% | -32.4% | -7.2% |
| 1Y | +22.5% | +18.4% | +4.1% | +18.8% |
| 3Y | +100.5% | +65.5% | +35.1% | +69.4% |
| All | +180.5% | +59.5% | +121.0% | +133.4% |
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