Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NTAP vs LH✓SelectedUSD · LHNTAP vs LH performance historyLatest closeAs of+0.11%09/04
Stock and ETF performance explorer

NTAP vs LH

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+19,691.7%
LH return
+1,760.9%
Excess return
+17,930.8%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLHExcessAlpha
1D+0.1%-1.4%+1.5%+0.5%
7D-0.8%-2.5%+1.7%-0.1%
30D-0.5%+4.3%-4.9%-1.8%
3M+4.1%+25.5%-21.5%-2.8%
6M+88.0%+17.0%+71.0%+78.9%
YTD+75.6%+31.3%+44.3%+61.7%
1Y+58.9%+20.0%+38.9%+49.8%
3Y+153.6%+63.9%+89.7%+116.1%
5Y+127.6%+30.9%+96.8%+105.1%
10Y+580.4%+191.4%+389.0%+375.8%
All+19,691.7%+1,760.9%+17,930.8%+8,827.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling