+94.7%
NET vs LTH
+186.0%
-91.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | -5.6% |
| 7D | -16.4% | +9.9% | -26.2% | -20.2% |
| 30D | -25.8% | +18.3% | -44.1% | -31.9% |
| 3M | -11.5% | +5.9% | -17.5% | -15.0% |
| 6M | +18.9% | +80.3% | -61.4% | -14.5% |
| YTD | +35.2% | +78.3% | -43.1% | -3.5% |
| 1Y | +14.5% | +81.0% | -66.6% | -19.3% |
| 3Y | +313.8% | +269.7% | +44.2% | +81.4% |
| 5Y | +32.6% | +159.8% | -127.2% | -35.2% |
| All | +94.7% | +186.0% | -91.3% | -2.6% |
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