+16.5%
NYT vs LTH
+84.0%
-67.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.3% | -1.6% |
| 7D | -3.9% | +9.9% | -13.7% | -4.9% |
| 30D | +4.3% | +18.3% | -14.0% | +2.3% |
| 3M | -11.7% | +5.9% | -17.7% | -12.3% |
| 6M | -14.4% | +80.3% | -94.7% | -20.0% |
| YTD | -3.0% | +78.3% | -81.3% | -9.4% |
| 1Y | +16.5% | +81.0% | -64.5% | +8.6% |
| All | +16.5% | +84.0% | -67.5% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling