+120.9%
NI vs LTH
+174.8%
-53.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.7% | +1.0% |
| 7D | +3.1% | -4.6% | +7.7% | +3.5% |
| 30D | +11.2% | +14.8% | -3.7% | +9.7% |
| 3M | +9.8% | +3.9% | +5.9% | +9.3% |
| 6M | -1.6% | +35.5% | -37.1% | -4.6% |
| YTD | +12.6% | +71.3% | -58.7% | +6.4% |
| 1Y | +7.8% | +75.7% | -67.9% | +1.6% |
| 3Y | +100.5% | +231.9% | -131.4% | +77.1% |
| 5Y | +114.4% | +130.5% | -16.0% | +82.9% |
| All | +120.9% | +174.8% | -53.9% | +87.5% |
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