+10.7%
NOW vs LTH
+160.9%
-150.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -2.4% | -0.6% | -1.7% | -2.3% |
| 30D | +20.5% | -4.6% | +25.1% | +21.7% |
| 3M | +18.3% | +32.8% | -14.5% | +8.8% |
| 6M | +24.1% | +64.6% | -40.6% | +5.4% |
| YTD | -7.8% | +62.6% | -70.4% | -21.6% |
| 1Y | -21.4% | +49.9% | -71.3% | -31.7% |
| 3Y | +19.5% | +151.3% | -131.8% | -14.6% |
| All | +10.7% | +160.9% | -150.2% | -28.9% |
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 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