+180.5%
NXT vs LTH
+119.8%
+60.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.5% |
| 7D | +2.9% | +1.5% | +1.3% | +2.5% |
| 30D | -17.2% | -3.1% | -14.2% | -16.7% |
| 3M | -32.0% | +28.1% | -60.1% | -36.4% |
| 6M | -15.8% | +67.4% | -83.2% | -26.7% |
| YTD | -1.9% | +59.8% | -61.7% | -13.9% |
| 1Y | +22.5% | +45.6% | -23.1% | +9.9% |
| 3Y | +100.5% | +162.0% | -61.5% | +39.5% |
| All | +180.5% | +119.8% | +60.7% | +100.1% |
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 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