+230.7%
NRG vs LTH
+156.3%
+74.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.8% |
| 7D | +9.3% | +1.5% | +7.7% | +9.0% |
| 30D | +1.3% | -3.1% | +4.3% | +1.7% |
| 3M | -6.0% | +28.1% | -34.1% | -9.9% |
| 6M | -22.0% | +67.4% | -89.4% | -28.6% |
| YTD | -24.1% | +59.8% | -83.9% | -30.3% |
| 1Y | -18.0% | +45.6% | -63.6% | -23.7% |
| 3Y | +220.0% | +162.0% | +58.0% | +176.1% |
| All | +230.7% | +156.3% | +74.4% | +180.6% |
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