+14.5%
NU vs LTH
+125.3%
-110.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -2.3% |
| 7D | +0.8% | -4.6% | +5.4% | +2.6% |
| 30D | -24.1% | +14.8% | -38.9% | -28.6% |
| 3M | -12.8% | +3.9% | -16.7% | -14.7% |
| 6M | -10.9% | +35.5% | -46.3% | -22.4% |
| YTD | -29.3% | +71.3% | -100.7% | -45.2% |
| 1Y | -26.9% | +75.7% | -102.6% | -44.0% |
| 3Y | +38.8% | +231.9% | -193.1% | -25.2% |
| All | +14.5% | +125.3% | -110.8% | -36.2% |
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