+177.4%
NXT vs LH
+60.5%
+116.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | -1.1% | -2.5% | +1.4% | -0.7% |
| 30D | -15.3% | +4.3% | -19.7% | -15.9% |
| 3M | -43.8% | +25.5% | -69.3% | -45.9% |
| 6M | -18.7% | +17.0% | -35.6% | -20.6% |
| YTD | -3.0% | +31.3% | -34.3% | -8.3% |
| 1Y | +22.7% | +20.0% | +2.8% | +18.6% |
| 3Y | +95.9% | +63.9% | +32.1% | +66.5% |
| All | +177.4% | +60.5% | +116.9% | +130.5% |
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