+153.5%
NTAP vs LH
+64.5%
+89.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +3.3% | -0.8% | +4.1% | +3.4% |
| 30D | -0.2% | +2.0% | -2.2% | -0.8% |
| 3M | +11.4% | +24.3% | -12.9% | +5.4% |
| 6M | +88.7% | +21.1% | +67.6% | +79.7% |
| YTD | +78.9% | +30.4% | +48.5% | +67.3% |
| 1Y | +58.8% | +18.4% | +40.4% | +51.8% |
| 3Y | +153.5% | +65.5% | +88.1% | +125.0% |
| All | +153.5% | +64.5% | +89.1% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling