+167.2%
LTH vs NWSA
+16.6%
+150.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.0% |
| 7D | +6.4% | -9.7% | +16.1% | +11.6% |
| 30D | +16.7% | -8.6% | +25.4% | +21.5% |
| 3M | +11.7% | -6.3% | +18.0% | +14.1% |
| 6M | +48.5% | -1.2% | +49.7% | +45.4% |
| YTD | +78.4% | +2.6% | +75.8% | +69.0% |
| 1Y | +89.7% | 0.0% | +89.6% | +82.8% |
| 3Y | +245.6% | +30.1% | +215.6% | +175.3% |
| 5Y | +142.7% | +18.3% | +124.4% | +91.3% |
| All | +167.2% | +16.6% | +150.5% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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