-60.9%
NKE vs LTH
+241.8%
-302.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.3% |
| 3M | -6.9% | +5.0% | -11.9% | -8.0% |
| 6M | -8.5% | +37.7% | -46.2% | -15.0% |
| YTD | -38.8% | +75.0% | -113.8% | -46.4% |
| 1Y | -40.6% | +82.6% | -123.2% | -48.5% |
| 3Y | -60.9% | +241.3% | -302.2% | -69.4% |
| All | -60.9% | +241.8% | -302.7% | -69.4% |
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