+40.8%
NSC vs LTH
+180.7%
-139.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.0% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | +1.7% | +15.7% | -14.0% | -0.8% |
| 3M | -2.6% | +5.0% | -7.5% | -3.5% |
| 6M | +6.4% | +37.7% | -31.2% | +0.5% |
| YTD | +15.5% | +75.0% | -59.5% | +4.1% |
| 1Y | +17.6% | +82.6% | -65.0% | +5.2% |
| 3Y | +75.0% | +241.3% | -166.3% | +39.1% |
| 5Y | +32.2% | +135.4% | -103.3% | +2.6% |
| All | +40.8% | +180.7% | -139.9% | +11.2% |
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