+424.2%
NVT vs LTH
+152.0%
+272.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | +7.0% | -4.0% | +11.0% | +7.9% |
| 30D | -2.3% | -1.7% | -0.7% | -2.0% |
| 3M | -3.1% | +28.0% | -31.1% | -8.7% |
| 6M | +47.0% | +54.1% | -7.0% | +32.2% |
| YTD | +56.2% | +57.1% | -0.9% | +39.4% |
| 1Y | +74.5% | +45.8% | +28.8% | +58.0% |
| 3Y | +184.0% | +157.6% | +26.5% | +125.0% |
| All | +424.2% | +152.0% | +272.2% | +319.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling