+208.6%
NRG vs LTH
+150.3%
+58.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -0.2% | -3.7% | +3.6% | +0.4% |
| 30D | -6.8% | -5.3% | -1.5% | -6.1% |
| 3M | -7.1% | +24.2% | -31.3% | -10.5% |
| 6M | -27.6% | +54.8% | -82.4% | -32.9% |
| YTD | -29.2% | +56.1% | -85.3% | -34.7% |
| 1Y | -29.9% | +45.5% | -75.4% | -34.7% |
| 3Y | +198.7% | +155.9% | +42.8% | +158.6% |
| All | +208.6% | +150.3% | +58.3% | +162.8% |
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