+137.7%
NEM vs LTH
+180.7%
-43.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | +0.2% |
| 7D | -6.4% | -1.3% | -5.2% | -6.3% |
| 30D | +1.4% | +15.7% | -14.2% | -0.1% |
| 3M | -0.7% | +5.0% | -5.7% | -1.3% |
| 6M | -4.5% | +37.7% | -42.1% | -8.1% |
| YTD | +14.0% | +75.0% | -61.0% | +6.7% |
| 1Y | +27.3% | +82.6% | -55.4% | +18.6% |
| 3Y | +250.5% | +241.3% | +9.2% | +207.9% |
| 5Y | +121.1% | +135.4% | -14.4% | +86.7% |
| All | +137.7% | +180.7% | -43.0% | +96.8% |
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