+41.5%
NU vs LTH
+105.3%
-63.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -4.9% | -4.0% | -0.9% | -3.3% |
| 30D | +7.8% | -5.3% | +13.1% | +10.2% |
| 3M | +20.9% | +19.0% | +1.9% | +12.0% |
| 6M | +0.9% | +55.8% | -54.9% | -17.6% |
| YTD | -12.7% | +56.1% | -68.8% | -29.2% |
| 1Y | -6.4% | +41.3% | -47.7% | -21.1% |
| 3Y | +98.1% | +156.6% | -58.5% | +19.6% |
| All | +41.5% | +105.3% | -63.8% | -17.6% |
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 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