+15.0%
NYT vs LTH
+54.1%
-39.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.3% | -0.6% | -0.6% | -1.2% |
| 30D | +2.7% | -4.6% | +7.3% | +3.3% |
| 3M | -10.3% | +32.8% | -43.1% | -13.6% |
| 6M | -16.6% | +64.6% | -81.2% | -21.5% |
| YTD | -2.3% | +62.6% | -64.9% | -8.3% |
| 1Y | +15.0% | +49.9% | -34.9% | +7.5% |
| All | +15.0% | +54.1% | -39.1% | +7.5% |
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 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