+147.5%
NTAP vs LII
+5.3%
+142.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.2% |
| 7D | -0.8% | -0.7% | 0.0% | -0.6% |
| 30D | -0.5% | -12.6% | +12.1% | +3.3% |
| 3M | +4.1% | -24.4% | +28.5% | +11.4% |
| 6M | +88.0% | -28.7% | +116.7% | +104.2% |
| YTD | +75.6% | -19.1% | +94.7% | +81.0% |
| 1Y | +58.9% | -29.7% | +88.6% | +72.2% |
| All | +147.5% | +5.3% | +142.2% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling