+99.7%
NXT vs LTH
+157.9%
-58.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -15.3% | -4.6% | -10.7% | -14.5% |
| 3M | -43.8% | +32.8% | -76.6% | -47.8% |
| 6M | -18.7% | +64.6% | -83.3% | -28.5% |
| YTD | -3.0% | +62.6% | -65.6% | -14.8% |
| 1Y | +22.7% | +49.9% | -27.2% | +9.8% |
| All | +99.7% | +157.9% | -58.2% | +37.5% |
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 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