-72.6%
NKE vs LTH
+180.7%
-253.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +7.6% | +15.7% | -8.0% | +3.8% |
| 3M | -6.9% | +5.0% | -11.9% | -8.2% |
| 6M | -8.5% | +37.7% | -46.2% | -16.0% |
| YTD | -38.8% | +75.0% | -113.8% | -47.6% |
| 1Y | -40.6% | +82.6% | -123.2% | -49.7% |
| 3Y | -60.9% | +241.3% | -302.2% | -72.7% |
| 5Y | -75.4% | +135.4% | -210.8% | -83.5% |
| All | -72.6% | +180.7% | -253.3% | -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