+279.8%
NVT vs LTH
+180.7%
+99.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.1% |
| 7D | +8.0% | -1.3% | +9.2% | +8.2% |
| 30D | -24.8% | +15.7% | -40.4% | -27.4% |
| 3M | -32.4% | +5.0% | -37.4% | -33.4% |
| 6M | -33.5% | +37.7% | -71.1% | -38.6% |
| YTD | +13.2% | +75.0% | -61.8% | -1.8% |
| 1Y | +9.0% | +82.6% | -73.7% | -6.4% |
| 3Y | +129.4% | +241.3% | -111.9% | +71.3% |
| 5Y | +230.1% | +135.4% | +94.6% | +148.1% |
| All | +279.8% | +180.7% | +99.1% | +195.3% |
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