+23.9%
NLY vs LTH
+150.5%
-126.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.0% | -4.0% | 0.0% | -3.1% |
| 30D | -5.2% | -5.3% | +0.1% | -4.2% |
| 3M | +2.8% | +19.0% | -16.2% | -1.2% |
| 6M | +4.2% | +55.8% | -51.6% | -6.2% |
| YTD | +4.7% | +56.1% | -51.5% | -6.2% |
| 1Y | +12.7% | +41.3% | -28.5% | +3.2% |
| 3Y | +62.5% | +156.6% | -94.1% | +25.1% |
| All | +23.9% | +150.5% | -126.6% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling