+74.6%
NSC vs LTH
+152.2%
-77.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -5.5% | -0.6% | -4.9% | -5.4% |
| 30D | -3.2% | -4.6% | +1.4% | -2.4% |
| 3M | +7.7% | +32.8% | -25.1% | +1.5% |
| 6M | +4.5% | +64.6% | -60.1% | -6.4% |
| YTD | +15.6% | +62.6% | -47.1% | +3.5% |
| 1Y | +19.8% | +49.9% | -30.1% | +9.0% |
| All | +74.6% | +152.2% | -77.6% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling