+572.0%
NTAP vs LII
+162.0%
+410.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.7% |
| 7D | -15.1% | -0.6% | -14.4% | -14.9% |
| 30D | -28.1% | -4.6% | -23.5% | -27.2% |
| 3M | -11.4% | -21.2% | +9.8% | -3.6% |
| 6M | +52.2% | -36.4% | +88.7% | +77.5% |
| YTD | +60.4% | -28.9% | +89.3% | +75.7% |
| 1Y | +51.0% | -29.5% | +80.5% | +65.8% |
| 3Y | +135.6% | -8.6% | +144.1% | +122.0% |
| 5Y | +107.5% | +20.2% | +87.3% | +65.5% |
| All | +572.0% | +162.0% | +410.0% | +238.7% |
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