+42.9%
NVTS vs LTH
+163.8%
-120.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | +2.7% | -0.6% | +3.3% | +2.9% |
| 30D | -4.5% | -4.6% | +0.1% | -2.8% |
| 3M | -61.5% | +32.8% | -94.3% | -65.9% |
| 6M | +28.0% | +64.6% | -36.6% | +2.3% |
| YTD | +65.3% | +62.6% | +2.6% | +31.8% |
| 1Y | +113.0% | +49.9% | +63.0% | +75.1% |
| All | +42.9% | +163.8% | -120.9% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling