+676.1%
NVDA vs LTH
+180.7%
+495.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.7% |
| 7D | -12.7% | -1.3% | -11.5% | -12.4% |
| 30D | -26.4% | +15.7% | -42.1% | -30.2% |
| 3M | -27.6% | +5.0% | -32.6% | -29.3% |
| 6M | -27.7% | +37.7% | -65.4% | -36.1% |
| YTD | -12.5% | +75.0% | -87.5% | -29.9% |
| 1Y | -12.6% | +82.6% | -95.3% | -31.4% |
| 3Y | +235.9% | +241.3% | -5.4% | +100.4% |
| 5Y | +438.2% | +135.4% | +302.8% | +214.2% |
| All | +676.1% | +180.7% | +495.4% | +348.4% |
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