+56.3%
NYT vs LTH
+153.8%
-97.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -0.6% | -4.0% | +3.4% | 0.0% |
| 30D | +4.6% | -5.3% | +9.9% | +5.4% |
| 3M | -9.6% | +19.0% | -28.6% | -12.0% |
| 6M | -14.0% | +55.8% | -69.8% | -19.8% |
| YTD | -2.8% | +56.1% | -59.0% | -9.6% |
| 1Y | +15.6% | +41.3% | -25.7% | +9.0% |
| 3Y | +56.3% | +156.6% | -100.3% | +30.3% |
| All | +56.3% | +153.8% | -97.5% | +30.3% |
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