+728.0%
NVDA vs LTH
+186.8%
+541.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -13.2% | +0.3% | -13.5% | -13.3% |
| 30D | -23.2% | +17.7% | -40.9% | -27.6% |
| 3M | -20.0% | +8.5% | -28.5% | -22.7% |
| 6M | -20.6% | +46.9% | -67.6% | -31.5% |
| YTD | -6.6% | +78.8% | -85.4% | -25.8% |
| 1Y | -9.8% | +84.9% | -94.7% | -29.4% |
| 3Y | +260.5% | +246.4% | +14.1% | +114.1% |
| 5Y | +474.2% | +129.6% | +344.6% | +234.7% |
| All | +728.0% | +186.8% | +541.2% | +375.1% |
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 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