+19.0%
NOK vs LTH
+79.8%
-60.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.4% |
| 7D | +5.4% | -1.3% | +6.6% | +5.3% |
| 30D | -14.1% | +15.7% | -29.8% | -13.3% |
| 3M | -23.6% | +5.0% | -28.6% | -23.3% |
| 6M | -45.1% | +37.7% | -82.8% | -44.6% |
| YTD | +24.7% | +75.0% | -50.3% | +25.0% |
| 1Y | +19.0% | +82.6% | -63.6% | +19.5% |
| All | +19.0% | +79.8% | -60.7% | +19.5% |
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