+45.2%
NU vs LTH
+106.6%
-61.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.5% |
| 7D | -2.6% | -4.0% | +1.4% | -1.0% |
| 30D | +8.2% | -1.7% | +9.9% | +8.9% |
| 3M | +26.3% | +28.0% | -1.7% | +13.5% |
| 6M | +2.2% | +54.1% | -51.8% | -16.1% |
| YTD | -10.4% | +57.1% | -67.5% | -27.5% |
| 1Y | -3.0% | +45.8% | -48.8% | -19.3% |
| 3Y | +120.3% | +157.6% | -37.3% | +32.8% |
| All | +45.2% | +106.6% | -61.4% | -15.6% |
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 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