+568.7%
NTAP vs LH
+179.1%
+389.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +1.0% |
| 7D | -1.0% | -7.4% | +6.4% | +1.9% |
| 30D | -7.5% | -4.6% | -2.9% | -6.0% |
| 3M | +14.6% | +14.5% | +0.1% | +8.4% |
| 6M | +91.0% | +14.8% | +76.2% | +80.0% |
| YTD | +73.7% | +23.3% | +50.4% | +59.1% |
| 1Y | +51.2% | +13.6% | +37.6% | +42.4% |
| 3Y | +146.1% | +56.3% | +89.8% | +100.3% |
| 5Y | +122.8% | +25.2% | +97.6% | +95.2% |
| All | +568.7% | +179.1% | +389.6% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling