+137.8%
LTH vs NWSA
+18.8%
+119.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +0.6% |
| 7D | -1.3% | +2.2% | -3.5% | -2.5% |
| 30D | +15.7% | -8.8% | +24.4% | +20.7% |
| 3M | +5.0% | -6.5% | +11.5% | +7.5% |
| 6M | +37.7% | +1.5% | +36.2% | +32.7% |
| YTD | +75.0% | +4.0% | +71.0% | +64.5% |
| 1Y | +82.6% | +3.4% | +79.2% | +72.3% |
| 3Y | +241.3% | +34.8% | +206.5% | +164.8% |
| All | +137.8% | +18.8% | +119.1% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling