-73.4%
NKE vs LTH
+150.5%
-223.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -4.2% | -4.0% | -0.2% | -3.2% |
| 30D | -8.2% | -5.3% | -2.9% | -7.0% |
| 3M | -19.1% | +19.0% | -38.1% | -22.8% |
| 6M | -32.6% | +55.8% | -88.4% | -40.4% |
| YTD | -40.7% | +56.1% | -96.8% | -47.7% |
| 1Y | -48.9% | +41.3% | -90.1% | -53.8% |
| 3Y | -59.2% | +156.6% | -215.9% | -69.5% |
| All | -73.4% | +150.5% | -223.9% | -81.5% |
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 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