+182.1%
LTH vs NVDX
+772.1%
-590.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -4.0% | -10.2% | +6.2% | -3.2% |
| 30D | -5.3% | -7.3% | +2.0% | -4.9% |
| 3M | +19.0% | +5.5% | +13.5% | +17.8% |
| 6M | +55.8% | +18.3% | +37.5% | +51.5% |
| YTD | +56.1% | +11.4% | +44.7% | +51.9% |
| 1Y | +41.3% | +12.7% | +28.6% | +36.0% |
| All | +182.1% | +772.1% | -590.0% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling