-25.1%
NOW vs LTH
+137.1%
-162.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.0% |
| 7D | +0.3% | -1.3% | +1.5% | +0.6% |
| 30D | -27.0% | +15.7% | -42.6% | -30.3% |
| 3M | -19.6% | +5.0% | -24.6% | -21.5% |
| 6M | +17.5% | +37.7% | -20.2% | +5.7% |
| YTD | -33.3% | +75.0% | -108.3% | -45.0% |
| 1Y | -39.8% | +82.6% | -122.5% | -51.2% |
| 3Y | -19.9% | +241.3% | -261.2% | -49.0% |
| All | -25.1% | +137.1% | -162.2% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling