-99.2%
NVD vs LTH
+152.8%
-252.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.6% | +3.2% |
| 7D | -7.7% | +1.5% | -9.2% | -6.9% |
| 30D | -5.8% | -3.1% | -2.7% | -6.8% |
| 3M | -23.2% | +28.1% | -51.3% | -14.1% |
| 6M | -49.7% | +67.4% | -117.1% | -35.4% |
| YTD | -47.7% | +59.8% | -107.5% | -33.8% |
| 1Y | -61.3% | +45.6% | -106.9% | -53.6% |
| 3Y | -99.2% | +162.0% | -261.2% | -98.8% |
| All | -99.2% | +152.8% | -252.0% | -98.9% |
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