+213.6%
NRG vs LTH
+150.5%
+63.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.7% | -4.0% | -0.7% | -4.1% |
| 30D | -6.0% | -5.3% | -0.7% | -5.2% |
| 3M | -8.0% | +19.0% | -27.0% | -10.7% |
| 6M | -23.2% | +55.8% | -78.9% | -28.9% |
| YTD | -28.1% | +56.1% | -84.2% | -33.6% |
| 1Y | -27.3% | +41.3% | -68.5% | -31.9% |
| 3Y | +208.7% | +156.6% | +52.0% | +167.2% |
| All | +213.6% | +150.5% | +63.1% | +167.0% |
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