+107.6%
NOK vs LTH
+152.0%
-44.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | +9.3% | -4.0% | +13.4% | +10.1% |
| 30D | +17.9% | -1.7% | +19.5% | +18.1% |
| 3M | -22.3% | +28.0% | -50.3% | -26.0% |
| 6M | +36.4% | +54.1% | -17.7% | +24.8% |
| YTD | +66.3% | +57.1% | +9.2% | +51.2% |
| 1Y | +134.4% | +45.8% | +88.6% | +115.5% |
| 3Y | +186.6% | +157.6% | +29.0% | +125.7% |
| All | +107.6% | +152.0% | -44.4% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling