-98.7%
NVD vs LTH
+182.9%
-281.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.7% |
| 7D | +27.3% | +0.3% | +27.1% | +27.3% |
| 30D | +59.9% | +17.7% | +42.2% | +70.3% |
| 3M | +39.4% | +8.5% | +31.0% | +43.5% |
| 6M | +27.6% | +46.9% | -19.3% | +50.5% |
| YTD | -17.9% | +78.8% | -96.7% | +8.3% |
| 1Y | -14.5% | +84.9% | -99.4% | +14.7% |
| 3Y | -98.6% | +246.4% | -344.9% | -97.6% |
| All | -98.7% | +182.9% | -281.6% | -98.1% |
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