-2.4%
NI vs LTH
+50.3%
-52.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% |
| All | -2.4% | +50.3% | -52.7% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling