+124.8%
NTAP vs LH
+28.2%
+96.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -1.9% |
| 7D | +2.2% | -3.2% | +5.4% | +3.3% |
| 30D | -7.0% | +0.1% | -7.2% | -7.2% |
| 3M | +12.3% | +18.6% | -6.3% | +5.8% |
| 6M | +85.1% | +17.9% | +67.2% | +74.5% |
| YTD | +74.8% | +28.9% | +45.8% | +59.7% |
| 1Y | +52.7% | +16.6% | +36.0% | +43.9% |
| 3Y | +147.7% | +63.6% | +84.1% | +102.4% |
| 5Y | +124.8% | +30.0% | +94.8% | +95.6% |
| All | +124.8% | +28.2% | +96.6% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling