+182.4%
NXT vs LTH
+268.4%
-86.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.7% | +5.6% |
| 7D | +32.2% | +4.5% | +27.8% | +31.1% |
| 30D | +21.9% | +16.3% | +5.6% | +18.3% |
| 3M | +6.6% | +8.4% | -1.8% | +4.8% |
| 6M | -16.8% | +40.3% | -57.1% | -22.8% |
| YTD | +20.4% | +77.3% | -56.8% | +5.8% |
| 1Y | -1.5% | +88.0% | -89.5% | -14.4% |
| 3Y | +182.4% | +274.3% | -91.9% | +78.2% |
| All | +182.4% | +268.4% | -86.0% | +78.2% |
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 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