+169.2%
NEM vs LTH
+160.9%
+8.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | +23.1% | -4.6% | +27.7% | +23.6% |
| 3M | +18.5% | +32.8% | -14.3% | +14.5% |
| 6M | +7.8% | +64.6% | -56.8% | +1.6% |
| YTD | +29.1% | +62.6% | -33.5% | +21.8% |
| 1Y | +72.7% | +49.9% | +22.7% | +64.1% |
| 3Y | +248.7% | +151.3% | +97.4% | +211.7% |
| All | +169.2% | +160.9% | +8.3% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling