+133.7%
LTH vs NTR
+32.6%
+101.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.2% |
| 7D | -3.7% | -2.5% | -1.3% | -3.3% |
| 30D | -5.3% | +17.0% | -22.4% | -8.1% |
| 3M | +24.2% | +22.2% | +2.0% | +19.3% |
| 6M | +54.8% | +5.2% | +49.7% | +52.3% |
| YTD | +56.1% | +29.7% | +26.4% | +45.8% |
| 1Y | +45.5% | +39.4% | +6.1% | +33.2% |
| 3Y | +155.9% | +38.2% | +117.7% | +130.7% |
| All | +133.7% | +32.6% | +101.1% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling