+34.2%
NYT vs LTH
+150.3%
-116.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -0.7% | -3.7% | +3.0% | -0.1% |
| 30D | +4.5% | -5.3% | +9.8% | +5.4% |
| 3M | -8.5% | +24.2% | -32.7% | -12.0% |
| 6M | -15.1% | +54.8% | -69.9% | -21.6% |
| YTD | -3.3% | +56.1% | -59.3% | -11.1% |
| 1Y | +17.0% | +45.5% | -28.5% | +8.6% |
| 3Y | +55.7% | +155.9% | -100.2% | +26.5% |
| All | +34.2% | +150.3% | -116.2% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling