+70.6%
NI vs LTH
+159.1%
-88.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.4% |
| 7D | +2.3% | +1.5% | +0.8% | +2.1% |
| 30D | -1.7% | -3.1% | +1.4% | -1.4% |
| 3M | -8.0% | +28.1% | -36.1% | -10.7% |
| 6M | -8.6% | +67.4% | -76.0% | -14.4% |
| YTD | +2.3% | +59.8% | -57.4% | -3.7% |
| 1Y | +6.9% | +45.6% | -38.7% | +1.7% |
| 3Y | +70.6% | +162.0% | -91.4% | +47.5% |
| All | +70.6% | +159.1% | -88.6% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling