+3.6%
NVT vs LTH
+84.0%
-80.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +6.3% | -19.0% | -12.9% |
| 7D | -19.5% | +9.9% | -29.3% | -19.8% |
| 30D | -32.4% | +18.3% | -50.7% | -33.1% |
| 3M | -30.3% | +5.9% | -36.3% | -30.3% |
| 6M | -30.4% | +80.3% | -110.8% | -36.6% |
| YTD | +11.3% | +78.3% | -66.9% | 0.0% |
| 1Y | +3.6% | +81.0% | -77.4% | -7.5% |
| All | +3.6% | +84.0% | -80.5% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling