+1,564.3%
NTAP vs LII
+2,734.1%
-1,169.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.1% |
| 3M | -11.4% | -21.2% | +9.8% | -3.2% |
| 6M | +52.2% | -36.4% | +88.7% | +78.7% |
| YTD | +60.4% | -28.9% | +89.3% | +77.1% |
| 1Y | +51.0% | -29.5% | +80.5% | +67.2% |
| 3Y | +135.6% | -8.6% | +144.1% | +126.3% |
| 5Y | +107.5% | +20.2% | +87.3% | +71.3% |
| 10Y | +608.6% | +166.2% | +442.4% | +300.3% |
| All | +1,564.3% | +2,734.1% | -1,169.9% | +125.3% |
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