+62.1%
NTAP vs LH
+14.9%
+47.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.5% | +7.0% | +8.3% |
| 7D | +7.4% | -4.7% | +12.1% | +8.1% |
| 30D | -1.4% | -3.5% | +2.1% | -0.9% |
| 3M | +24.6% | +17.7% | +6.9% | +20.4% |
| 6M | +105.9% | +15.8% | +90.1% | +99.9% |
| YTD | +88.5% | +25.1% | +63.4% | +81.7% |
| 1Y | +62.1% | +12.5% | +49.6% | +55.1% |
| All | +62.1% | +14.9% | +47.2% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling