+436.9%
NVT vs LTH
+150.5%
+286.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.1% | -4.0% | +8.1% | +5.0% |
| 30D | -5.1% | -5.3% | +0.2% | -4.1% |
| 3M | -1.2% | +19.0% | -20.2% | -5.3% |
| 6M | +46.6% | +55.8% | -9.2% | +31.4% |
| YTD | +60.0% | +56.1% | +3.9% | +42.9% |
| 1Y | +70.8% | +41.3% | +29.5% | +55.8% |
| 3Y | +187.5% | +156.6% | +30.9% | +128.0% |
| All | +436.9% | +150.5% | +286.4% | +329.7% |
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 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