+29.0%
NOC vs LTH
+159.1%
-130.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.7% |
| 7D | -2.7% | +1.5% | -4.2% | -2.7% |
| 30D | -8.9% | -3.1% | -5.8% | -8.8% |
| 3M | -3.7% | +28.1% | -31.8% | -4.4% |
| 6M | -30.8% | +67.4% | -98.2% | -31.9% |
| YTD | -7.9% | +59.8% | -67.7% | -9.4% |
| 1Y | -9.4% | +45.6% | -55.0% | -10.6% |
| 3Y | +29.0% | +162.0% | -133.0% | +27.0% |
| All | +29.0% | +159.1% | -130.2% | +27.0% |
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