+570.8%
NTAP vs LII
+166.2%
+404.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -7.8% | +0.4% | -8.2% | -7.8% |
| 30D | -25.8% | -2.4% | -23.4% | -25.5% |
| 3M | -11.2% | -17.5% | +6.3% | -5.0% |
| 6M | +49.9% | -32.8% | +82.8% | +70.9% |
| YTD | +66.9% | -27.7% | +94.6% | +81.6% |
| 1Y | +58.8% | -28.1% | +86.9% | +73.1% |
| 3Y | +140.8% | -9.7% | +150.5% | +128.6% |
| 5Y | +115.0% | +19.5% | +95.5% | +72.4% |
| 10Y | +570.8% | +170.6% | +400.2% | +229.6% |
| All | +570.8% | +166.2% | +404.6% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling