+45.8%
LTH vs NWSA
+2.0%
+43.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -4.0% | -3.1% | -0.9% | -3.4% |
| 30D | -1.7% | +4.3% | -6.0% | -2.5% |
| 3M | +28.0% | +9.2% | +18.8% | +25.6% |
| 6M | +54.1% | +21.6% | +32.5% | +45.8% |
| YTD | +57.1% | +14.2% | +42.9% | +52.8% |
| 1Y | +45.8% | +1.8% | +44.0% | +46.4% |
| All | +45.8% | +2.0% | +43.8% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling