-1.8%
NVO vs LTH
+150.5%
-152.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | -7.6% | -4.0% | -3.6% | -7.1% |
| 30D | -6.0% | -5.3% | -0.7% | -5.3% |
| 3M | -0.8% | +19.0% | -19.8% | -3.2% |
| 6M | +16.5% | +55.8% | -39.3% | +9.4% |
| YTD | -11.1% | +56.1% | -67.3% | -16.4% |
| 1Y | -16.7% | +41.3% | -58.0% | -20.9% |
| 3Y | -52.9% | +156.6% | -209.6% | -57.7% |
| All | -1.8% | +150.5% | -152.3% | -11.9% |
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 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