+485.4%
NVDA vs LTH
+142.3%
+343.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | -11.6% | +7.0% | -18.6% | -13.7% |
| 30D | -22.1% | +15.4% | -37.5% | -26.0% |
| 3M | -20.1% | +7.0% | -27.2% | -22.4% |
| 6M | -16.8% | +46.9% | -63.6% | -28.2% |
| YTD | -4.0% | +76.4% | -80.4% | -23.5% |
| 1Y | -4.8% | +83.7% | -88.5% | -25.6% |
| 3Y | +281.7% | +248.9% | +32.8% | +124.2% |
| 5Y | +485.4% | +141.8% | +343.5% | +238.9% |
| All | +485.4% | +142.3% | +343.0% | +238.9% |
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