+247.7%
NEM vs LTH
+159.1%
+88.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | +3.9% | +1.5% | +2.3% | +3.6% |
| 30D | +12.7% | -3.1% | +15.8% | +13.2% |
| 3M | +28.7% | +28.1% | +0.5% | +22.1% |
| 6M | +9.8% | +67.4% | -57.6% | -1.1% |
| YTD | +28.1% | +59.8% | -31.7% | +16.2% |
| 1Y | +69.3% | +45.6% | +23.8% | +56.2% |
| 3Y | +247.7% | +162.0% | +85.7% | +170.4% |
| All | +247.7% | +159.1% | +88.5% | +170.4% |
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