+62.5%
NLY vs LTH
+153.8%
-91.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.0% | -4.0% | 0.0% | -3.2% |
| 30D | -5.2% | -5.3% | +0.1% | -4.3% |
| 3M | +2.8% | +19.0% | -16.2% | -0.8% |
| 6M | +4.2% | +55.8% | -51.6% | -5.2% |
| YTD | +4.7% | +56.1% | -51.5% | -5.2% |
| 1Y | +12.7% | +41.3% | -28.5% | +4.1% |
| 3Y | +62.5% | +156.6% | -94.1% | +24.5% |
| All | +62.5% | +153.8% | -91.3% | +24.5% |
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 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