+21.3%
NOK vs LTH
+84.0%
-62.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | -2.2% |
| 7D | -10.4% | +9.9% | -20.3% | -9.9% |
| 30D | -19.0% | +18.3% | -37.3% | -18.1% |
| 3M | -16.7% | +5.9% | -22.7% | -16.4% |
| 6M | -37.1% | +80.3% | -117.5% | -36.9% |
| YTD | +27.7% | +78.3% | -50.6% | +28.4% |
| 1Y | +21.3% | +81.0% | -59.7% | +21.9% |
| All | +21.3% | +84.0% | -62.7% | +21.9% |
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