+143.5%
LTH vs NWSA
+32.7%
+110.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.4% |
| 7D | -0.6% | -1.9% | +1.2% | +0.5% |
| 30D | -4.6% | +4.6% | -9.2% | -7.3% |
| 3M | +32.8% | +13.2% | +19.6% | +22.2% |
| 6M | +64.6% | +27.0% | +37.6% | +39.9% |
| YTD | +62.6% | +16.8% | +45.8% | +45.0% |
| 1Y | +49.9% | +4.5% | +45.4% | +43.4% |
| 3Y | +151.3% | +46.2% | +105.1% | +90.7% |
| All | +143.5% | +32.7% | +110.8% | +79.5% |
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