-20.1%
NOW vs LTH
+184.4%
-204.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -3.0% | +4.5% | -7.5% | -4.2% |
| 30D | -26.0% | +16.3% | -42.4% | -29.4% |
| 3M | -13.1% | +8.4% | -21.5% | -15.8% |
| 6M | +14.5% | +40.3% | -25.8% | +2.6% |
| YTD | -33.4% | +77.3% | -110.7% | -45.0% |
| 1Y | -40.6% | +88.0% | -128.6% | -52.0% |
| 3Y | -16.3% | +274.3% | -290.6% | -47.7% |
| 5Y | -26.3% | +142.9% | -169.2% | -54.2% |
| All | -20.1% | +184.4% | -204.4% | -50.2% |
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