+212.0%
NXT vs LTH
+140.8%
+71.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.6% | +1.0% |
| 7D | -9.4% | -1.3% | -8.1% | -9.1% |
| 30D | +15.1% | +15.7% | -0.6% | +11.1% |
| 3M | -9.1% | +5.0% | -14.1% | -10.3% |
| 6M | -30.3% | +37.7% | -68.0% | -36.1% |
| YTD | +9.1% | +75.0% | -65.9% | -6.4% |
| 1Y | +7.9% | +82.6% | -74.8% | -8.4% |
| 3Y | +176.5% | +241.3% | -64.8% | +80.1% |
| All | +212.0% | +140.8% | +71.2% | +117.5% |
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