+19,285.3%
NTAP vs LH
+2,009.1%
+17,276.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +7.2% | +1.1% | +6.1% | +6.9% |
| 30D | -18.4% | +16.7% | -35.1% | -22.0% |
| 3M | -11.3% | +15.1% | -26.4% | -15.1% |
| 6M | +53.8% | +46.3% | +7.4% | +37.1% |
| YTD | +72.0% | +48.8% | +23.2% | +52.5% |
| 1Y | +68.0% | +39.7% | +28.3% | +51.7% |
| 3Y | +149.5% | +87.0% | +62.4% | +104.6% |
| 5Y | +125.6% | +53.0% | +72.6% | +94.3% |
| 10Y | +583.1% | +264.3% | +318.8% | +348.9% |
| All | +19,285.3% | +2,009.1% | +17,276.3% | +8,319.3% |
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