-51.9%
NVO vs LTH
+153.7%
-205.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -7.4% | -3.7% | -3.6% | -6.7% |
| 30D | -5.5% | -5.3% | -0.2% | -4.6% |
| 3M | +4.1% | +24.2% | -20.1% | -0.5% |
| 6M | +19.3% | +54.8% | -35.5% | +8.7% |
| YTD | -9.2% | +56.1% | -65.2% | -17.1% |
| 1Y | -15.0% | +45.5% | -60.6% | -21.7% |
| All | -51.9% | +153.7% | -205.6% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling