+24.5%
NOC vs LTH
+253.6%
-229.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.7% |
| 7D | -0.3% | +6.4% | -6.7% | -0.5% |
| 30D | +14.1% | +16.7% | -2.6% | +13.5% |
| 3M | -4.6% | +11.7% | -16.3% | -5.0% |
| 6M | +0.7% | +48.5% | -47.8% | -0.6% |
| YTD | -2.6% | +78.4% | -81.0% | -4.5% |
| 1Y | -1.0% | +89.7% | -90.6% | -3.0% |
| 3Y | +24.5% | +245.6% | -221.1% | +20.6% |
| All | +24.5% | +253.6% | -229.1% | +20.6% |
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 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