+110.1%
NI vs LTH
+145.7%
-35.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +1.5% | +6.4% | -4.9% | +0.9% |
| 30D | +11.9% | +16.7% | -4.9% | +10.2% |
| 3M | +9.1% | +11.7% | -2.5% | +7.9% |
| 6M | -1.8% | +48.5% | -50.3% | -5.5% |
| YTD | +11.4% | +78.4% | -67.0% | +4.8% |
| 1Y | +6.4% | +89.7% | -83.3% | -0.5% |
| 3Y | +98.2% | +245.6% | -147.4% | +74.3% |
| 5Y | +110.1% | +142.7% | -32.6% | +78.3% |
| All | +110.1% | +145.7% | -35.6% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling