-18.6%
NRG vs LTH
+54.1%
-72.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.4% |
| 7D | +7.1% | -0.6% | +7.8% | +7.1% |
| 30D | -1.4% | -4.6% | +3.2% | -1.5% |
| 3M | -10.5% | +32.8% | -43.3% | -11.5% |
| 6M | -26.7% | +64.6% | -91.4% | -27.5% |
| YTD | -24.5% | +62.6% | -87.2% | -25.4% |
| 1Y | -18.6% | +49.9% | -68.5% | -20.1% |
| All | -18.6% | +54.1% | -72.7% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling