+589.7%
NTAP vs LSCC
+1,498.6%
-908.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.4% | -6.3% | +1.0% |
| 7D | -2.4% | +14.5% | -16.9% | -6.3% |
| 30D | -23.4% | -0.1% | -23.4% | -23.7% |
| 3M | -7.5% | -2.7% | -4.9% | -7.5% |
| 6M | +56.4% | -4.8% | +61.2% | +55.1% |
| YTD | +73.6% | +66.9% | +6.8% | +44.0% |
| 1Y | +68.4% | +85.8% | -17.5% | +35.0% |
| 3Y | +150.6% | +115.6% | +35.0% | +79.5% |
| 5Y | +122.5% | +48.8% | +73.7% | +65.5% |
| 10Y | +589.7% | +1,490.3% | -900.6% | +146.7% |
| All | +589.7% | +1,498.6% | -908.8% | +146.7% |
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