+572.0%
NTAP vs LSCC
+1,244.7%
-672.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -2.2% |
| 7D | -15.1% | +13.0% | -28.0% | -18.1% |
| 30D | -28.1% | -19.8% | -8.3% | -23.6% |
| 3M | -11.4% | -18.4% | +7.0% | -6.7% |
| 6M | +52.2% | -16.1% | +68.3% | +56.8% |
| YTD | +60.4% | +42.7% | +17.7% | +39.4% |
| 1Y | +51.0% | +68.0% | -17.0% | +24.8% |
| 3Y | +135.6% | +85.8% | +49.7% | +76.3% |
| 5Y | +107.5% | +28.0% | +79.5% | +61.5% |
| All | +572.0% | +1,244.7% | -672.7% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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