-12.9%
NVTS vs LTH
+146.2%
-159.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.2% | -3.6% |
| 7D | +0.5% | -3.7% | +4.2% | +2.3% |
| 30D | -18.0% | -5.3% | -12.7% | -15.9% |
| 3M | -45.6% | +24.2% | -69.8% | -51.7% |
| 6M | +28.5% | +54.8% | -26.4% | +0.7% |
| YTD | +56.2% | +56.1% | +0.1% | +21.0% |
| 1Y | +97.7% | +45.5% | +52.2% | +56.8% |
| 3Y | +35.0% | +155.9% | -120.9% | -24.7% |
| All | -12.9% | +146.2% | -159.1% | -55.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling