+290.6%
NEM vs LTH
+240.3%
+50.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +14.7% | +7.0% | +7.7% | +13.4% |
| 30D | +6.2% | +15.4% | -9.2% | +3.4% |
| 3M | +11.0% | +7.0% | +4.0% | +9.4% |
| 6M | +7.9% | +46.9% | -39.0% | -0.7% |
| YTD | +26.2% | +76.4% | -50.3% | +11.5% |
| 1Y | +51.5% | +83.7% | -32.2% | +32.7% |
| 3Y | +290.6% | +248.9% | +41.7% | +179.5% |
| All | +290.6% | +240.3% | +50.3% | +179.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling