+51.0%
NTAP vs LII
-29.2%
+80.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.1% |
| 7D | -15.1% | -0.6% | -14.4% | -15.0% |
| 30D | -28.1% | -4.6% | -23.5% | -27.7% |
| 3M | -11.4% | -21.2% | +9.8% | -8.6% |
| 6M | +52.2% | -36.4% | +88.7% | +61.7% |
| YTD | +60.4% | -28.9% | +89.3% | +62.5% |
| 1Y | +51.0% | -29.5% | +80.5% | +53.8% |
| All | +51.0% | -29.2% | +80.2% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling