+122.1%
NI vs LTH
+180.7%
-58.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.3% |
| 7D | +4.3% | -1.3% | +5.6% | +4.4% |
| 30D | +12.4% | +15.7% | -3.3% | +10.8% |
| 3M | +10.2% | +5.0% | +5.2% | +9.6% |
| 6M | -0.8% | +37.7% | -38.5% | -3.9% |
| YTD | +13.2% | +75.0% | -61.8% | +6.8% |
| 1Y | +10.1% | +82.6% | -72.6% | +3.4% |
| 3Y | +103.1% | +241.3% | -138.2% | +79.0% |
| 5Y | +115.5% | +135.4% | -19.9% | +83.5% |
| All | +122.1% | +180.7% | -58.7% | +88.1% |
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