+167.7%
LTH vs NWSA
+17.6%
+150.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | +0.3% | -12.2% | +12.5% | +6.9% |
| 30D | +17.7% | -8.7% | +26.4% | +22.6% |
| 3M | +8.5% | -6.0% | +14.4% | +10.6% |
| 6M | +46.9% | -0.3% | +47.3% | +43.2% |
| YTD | +78.8% | +3.5% | +75.3% | +68.6% |
| 1Y | +84.9% | +0.8% | +84.1% | +77.5% |
| 3Y | +246.4% | +31.1% | +215.2% | +174.6% |
| 5Y | +129.6% | +18.8% | +110.8% | +80.4% |
| All | +167.7% | +17.6% | +150.1% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling