+170.5%
NEM vs LTH
+152.0%
+18.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | +3.1% | -4.0% | +7.1% | +3.5% |
| 30D | +10.0% | -1.7% | +11.7% | +10.1% |
| 3M | +30.9% | +28.0% | +2.9% | +27.0% |
| 6M | +10.5% | +54.1% | -43.5% | +5.0% |
| YTD | +29.7% | +57.1% | -27.3% | +22.9% |
| 1Y | +71.1% | +45.8% | +25.3% | +63.1% |
| 3Y | +252.1% | +157.6% | +94.5% | +215.0% |
| All | +170.5% | +152.0% | +18.5% | +126.6% |
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