+34.8%
NYT vs LTH
+150.5%
-115.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -0.6% | -4.0% | +3.4% | +0.1% |
| 30D | +4.6% | -5.3% | +9.9% | +5.5% |
| 3M | -9.6% | +19.0% | -28.6% | -12.4% |
| 6M | -14.0% | +55.8% | -69.8% | -20.8% |
| YTD | -2.8% | +56.1% | -59.0% | -10.7% |
| 1Y | +15.6% | +41.3% | -25.7% | +7.9% |
| 3Y | +56.3% | +156.6% | -100.3% | +26.9% |
| All | +34.8% | +150.5% | -115.7% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling