+93.5%
NOK vs LTH
+160.9%
-67.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.6% |
| 7D | -1.8% | -0.6% | -1.1% | -1.7% |
| 30D | +4.7% | -4.6% | +9.3% | +5.5% |
| 3M | -39.7% | +32.8% | -72.5% | -42.8% |
| 6M | +23.1% | +64.6% | -41.6% | +11.3% |
| YTD | +55.0% | +62.6% | -7.6% | +40.2% |
| 1Y | +118.0% | +49.9% | +68.1% | +99.6% |
| 3Y | +170.5% | +151.3% | +19.2% | +114.6% |
| All | +93.5% | +160.9% | -67.4% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling