+103.7%
NET vs LTH
+160.9%
-57.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -7.0% | -0.6% | -6.3% | -6.9% |
| 30D | -4.8% | -4.6% | -0.2% | -3.0% |
| 3M | +3.8% | +32.8% | -29.0% | -10.9% |
| 6M | +50.0% | +64.6% | -14.6% | +13.0% |
| YTD | +41.5% | +62.6% | -21.2% | +6.4% |
| 1Y | +32.8% | +49.9% | -17.1% | +3.5% |
| 3Y | +335.9% | +151.3% | +184.5% | +139.2% |
| All | +103.7% | +160.9% | -57.2% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling