+148.9%
NEM vs LTH
+186.8%
-37.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | +1.1% | +17.7% | -16.6% | -0.6% |
| 3M | +1.3% | +8.5% | -7.2% | +0.3% |
| 6M | -1.4% | +46.9% | -48.3% | -5.8% |
| YTD | +19.4% | +78.8% | -59.4% | +11.5% |
| 1Y | +32.9% | +84.9% | -52.0% | +23.7% |
| 3Y | +267.0% | +246.4% | +20.7% | +221.7% |
| 5Y | +131.0% | +129.6% | +1.4% | +96.1% |
| All | +148.9% | +186.8% | -37.8% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling