+2,672.5%
NVDL vs LTH
+199.7%
+2,472.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.3% |
| 7D | +7.3% | +1.5% | +5.8% | +6.7% |
| 30D | -0.7% | -3.1% | +2.4% | +0.3% |
| 3M | +9.5% | +28.1% | -18.6% | -1.5% |
| 6M | +41.6% | +67.4% | -25.8% | +13.3% |
| YTD | +23.3% | +59.8% | -36.5% | +0.2% |
| 1Y | +40.3% | +45.6% | -5.3% | +17.5% |
| 3Y | +692.2% | +162.0% | +530.2% | +485.3% |
| All | +2,672.5% | +199.7% | +2,472.8% | +1,498.0% |
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