+36.8%
NSC vs LTH
+184.4%
-147.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.6% |
| 7D | -6.6% | +4.5% | -11.1% | -7.3% |
| 30D | +2.2% | +16.3% | -14.2% | -0.4% |
| 3M | -6.2% | +8.4% | -14.6% | -7.6% |
| 6M | +1.7% | +40.3% | -38.6% | -4.2% |
| YTD | +12.2% | +77.3% | -65.0% | +1.0% |
| 1Y | +15.4% | +88.0% | -72.5% | +2.8% |
| 3Y | +73.3% | +274.3% | -200.9% | +35.8% |
| 5Y | +24.7% | +142.9% | -118.2% | -2.9% |
| All | +36.8% | +184.4% | -147.5% | +7.9% |
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 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