+133.8%
LTH vs NTRS
+94.6%
+39.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.5% |
| 7D | -4.0% | +1.4% | -5.4% | -4.7% |
| 30D | -5.3% | -0.7% | -4.6% | -5.0% |
| 3M | +19.0% | +11.3% | +7.7% | +11.7% |
| 6M | +55.8% | +35.5% | +20.2% | +30.1% |
| YTD | +56.1% | +40.6% | +15.5% | +27.2% |
| 1Y | +41.3% | +49.2% | -8.0% | +10.8% |
| 3Y | +156.6% | +167.2% | -10.6% | +36.9% |
| All | +133.8% | +94.6% | +39.2% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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