-25.8%
NOW vs LTH
+145.7%
-171.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | -8.7% | +6.4% | -15.1% | -10.3% |
| 30D | -29.3% | +16.7% | -46.0% | -32.7% |
| 3M | -21.8% | +11.7% | -33.5% | -24.9% |
| 6M | +9.2% | +48.5% | -39.3% | -3.8% |
| YTD | -35.0% | +78.4% | -113.4% | -46.6% |
| 1Y | -42.5% | +89.7% | -132.2% | -53.8% |
| 3Y | -21.5% | +245.6% | -267.2% | -50.0% |
| 5Y | -25.8% | +142.7% | -168.4% | -53.9% |
| All | -25.8% | +145.7% | -171.5% | -53.9% |
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