+19,691.7%
NTAP vs LH
+1,760.9%
+17,930.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 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