-19.5%
NOW vs LTH
+183.0%
-202.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.1% | +7.0% | -10.1% | -4.8% |
| 30D | -27.0% | +15.4% | -42.5% | -30.3% |
| 3M | -17.7% | +7.0% | -24.7% | -20.0% |
| 6M | +12.7% | +46.9% | -34.2% | -0.3% |
| YTD | -32.9% | +76.4% | -109.3% | -44.6% |
| 1Y | -40.4% | +83.7% | -124.1% | -51.4% |
| 3Y | -17.1% | +248.9% | -266.0% | -46.8% |
| 5Y | -25.7% | +141.8% | -167.5% | -53.7% |
| All | -19.5% | +183.0% | -202.4% | -49.7% |
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