+1,721.5%
NTAP vs LII
+3,124.4%
-1,402.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.4% |
| 7D | -0.8% | -0.7% | 0.0% | -0.5% |
| 30D | -0.5% | -12.6% | +12.1% | +5.0% |
| 3M | +4.1% | -24.4% | +28.5% | +14.8% |
| 6M | +88.0% | -28.7% | +116.7% | +110.0% |
| YTD | +75.6% | -19.1% | +94.7% | +85.3% |
| 1Y | +58.9% | -29.7% | +88.6% | +77.3% |
| 3Y | +153.6% | +4.8% | +148.8% | +131.1% |
| 5Y | +127.6% | +24.6% | +103.1% | +86.9% |
| 10Y | +580.4% | +169.2% | +411.2% | +286.1% |
| All | +1,721.5% | +3,124.4% | -1,402.9% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling