-72.3%
NKE vs LTH
+160.9%
-233.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | -8.6% | -4.6% | -4.0% | -7.6% |
| 3M | -11.0% | +32.8% | -43.8% | -17.4% |
| 6M | -33.2% | +64.6% | -97.9% | -41.8% |
| YTD | -38.1% | +62.6% | -100.8% | -45.9% |
| 1Y | -47.4% | +49.9% | -97.3% | -53.1% |
| 3Y | -59.8% | +151.3% | -211.1% | -69.7% |
| All | -72.3% | +160.9% | -233.2% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling