+19.3%
NU vs LTH
+135.1%
-115.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +2.8% | +0.3% | +2.5% | +2.6% |
| 30D | -23.0% | +17.7% | -40.8% | -28.3% |
| 3M | -9.7% | +8.5% | -18.2% | -13.3% |
| 6M | -8.7% | +46.9% | -55.7% | -23.2% |
| YTD | -26.4% | +78.8% | -105.2% | -43.9% |
| 1Y | -24.8% | +84.9% | -109.7% | -43.6% |
| 3Y | +44.6% | +246.4% | -201.8% | -23.4% |
| All | +19.3% | +135.1% | -115.9% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling