-9.1%
NVTS vs LTH
+146.3%
-155.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.4% | -4.0% | +2.6% | +0.4% |
| 30D | -16.5% | -5.3% | -11.2% | -14.4% |
| 3M | -47.6% | +19.0% | -66.6% | -52.6% |
| 6M | +7.3% | +55.8% | -48.5% | -16.1% |
| YTD | +62.9% | +56.1% | +6.8% | +26.2% |
| 1Y | +91.3% | +41.3% | +50.0% | +54.0% |
| 3Y | +43.4% | +156.6% | -113.2% | -20.1% |
| All | -9.1% | +146.3% | -155.4% | -53.2% |
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