+135.2%
LTH vs NTRS
+90.0%
+45.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -4.0% | +0.9% | -4.9% | -4.5% |
| 30D | -1.7% | -1.2% | -0.4% | -1.1% |
| 3M | +28.0% | +8.8% | +19.2% | +21.7% |
| 6M | +54.1% | +34.7% | +19.4% | +29.0% |
| YTD | +57.1% | +37.2% | +19.8% | +29.6% |
| 1Y | +45.8% | +46.3% | -0.6% | +15.6% |
| 3Y | +157.6% | +163.2% | -5.7% | +38.4% |
| All | +135.2% | +90.0% | +45.2% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling