+996.6%
NVDA vs LTH
+160.9%
+835.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +5.9% | -0.6% | +6.5% | +6.1% |
| 30D | +5.1% | -4.6% | +9.7% | +6.6% |
| 3M | +5.4% | +32.8% | -27.5% | -5.2% |
| 6M | +26.0% | +64.6% | -38.6% | +3.9% |
| YTD | +23.7% | +62.6% | -39.0% | +2.0% |
| 1Y | +34.4% | +49.9% | -15.6% | +13.4% |
| 3Y | +375.8% | +151.3% | +224.5% | +219.5% |
| All | +996.6% | +160.9% | +835.7% | +552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling