+6.7%
NI vs LTH
+54.1%
-47.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | +2.0% | -0.6% | +2.7% | +2.0% |
| 30D | -3.5% | -4.6% | +1.0% | -3.3% |
| 3M | -9.1% | +32.8% | -41.9% | -10.7% |
| 6M | -11.8% | +64.6% | -76.5% | -14.8% |
| YTD | +1.1% | +62.6% | -61.5% | -3.0% |
| 1Y | +6.7% | +49.9% | -43.2% | +6.7% |
| All | +6.7% | +54.1% | -47.4% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling