+81.0%
LTH vs NTR
+36.7%
+44.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.0% | +2.4% | +6.6% |
| 7D | +9.9% | +4.3% | +5.5% | +10.2% |
| 30D | +18.3% | +2.6% | +15.7% | +18.6% |
| 3M | +5.9% | +8.5% | -2.6% | +7.2% |
| 6M | +80.3% | -3.3% | +83.7% | +80.5% |
| YTD | +78.3% | +19.6% | +58.7% | +77.0% |
| 1Y | +81.0% | +37.6% | +43.4% | +74.6% |
| All | +81.0% | +36.7% | +44.3% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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