+7.8%
NI vs LTH
+77.7%
-69.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.7% | +0.8% |
| 7D | +3.1% | -4.6% | +7.7% | +3.3% |
| 30D | +11.2% | +14.8% | -3.7% | +10.5% |
| 3M | +9.8% | +3.9% | +5.9% | +9.5% |
| 6M | -1.6% | +35.5% | -37.1% | -2.9% |
| YTD | +12.6% | +71.3% | -58.7% | +8.8% |
| 1Y | +7.8% | +75.7% | -67.9% | +3.4% |
| All | +7.8% | +77.7% | -69.9% | +3.4% |
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 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