+133.8%
LTH vs NWSA
+29.0%
+104.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -4.0% | -2.8% | -1.2% | -2.3% |
| 30D | -5.3% | +3.0% | -8.3% | -7.0% |
| 3M | +19.0% | +12.3% | +6.7% | +10.1% |
| 6M | +55.8% | +21.9% | +33.9% | +35.9% |
| YTD | +56.1% | +13.6% | +42.6% | +41.6% |
| 1Y | +41.3% | +0.5% | +40.8% | +38.5% |
| 3Y | +156.6% | +43.8% | +112.9% | +96.7% |
| All | +133.8% | +29.0% | +104.8% | +75.3% |
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 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