-9.7%
NOC vs LTH
+54.1%
-63.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -5.2% | -0.6% | -4.5% | -5.2% |
| 30D | -7.2% | -4.6% | -2.6% | -7.1% |
| 3M | -5.1% | +32.8% | -37.9% | -6.1% |
| 6M | -31.1% | +64.6% | -95.7% | -32.1% |
| YTD | -8.6% | +62.6% | -71.2% | -10.6% |
| 1Y | -9.7% | +49.9% | -59.7% | -10.4% |
| All | -9.7% | +54.1% | -63.8% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling