-59.4%
NKE vs LTH
+153.7%
-213.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -5.5% | -3.7% | -1.8% | -4.8% |
| 30D | -10.4% | -5.3% | -5.1% | -9.4% |
| 3M | -15.8% | +24.2% | -40.0% | -19.9% |
| 6M | -33.4% | +54.8% | -88.3% | -40.1% |
| YTD | -41.0% | +56.1% | -97.1% | -47.0% |
| 1Y | -49.1% | +45.5% | -94.6% | -53.7% |
| All | -59.4% | +153.7% | -213.1% | -68.2% |
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