+152.5%
NOK vs LTH
+248.4%
-95.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.8% |
| 7D | -2.7% | +6.4% | -9.1% | -3.2% |
| 30D | -20.4% | +16.7% | -37.1% | -21.4% |
| 3M | -9.6% | +11.7% | -21.3% | -10.5% |
| 6M | -35.6% | +48.5% | -84.2% | -38.4% |
| YTD | +27.5% | +78.4% | -50.9% | +18.8% |
| 1Y | +18.4% | +89.7% | -71.3% | +9.2% |
| All | +152.5% | +248.4% | -95.9% | +97.6% |
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