+562.2%
NTAP vs LSCC
+1,351.6%
-789.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +2.9% | -0.9% |
| 7D | +7.2% | +7.0% | +0.2% | +4.9% |
| 30D | -18.4% | -2.3% | -16.1% | -18.2% |
| 3M | -11.3% | -12.5% | +1.2% | -8.5% |
| 6M | +53.8% | -10.6% | +64.3% | +55.3% |
| YTD | +72.0% | +52.7% | +19.3% | +46.2% |
| 1Y | +68.0% | +74.0% | -5.9% | +37.3% |
| 3Y | +149.5% | +104.8% | +44.7% | +81.3% |
| 5Y | +125.6% | +36.2% | +89.3% | +72.1% |
| All | +562.2% | +1,351.6% | -789.3% | +141.8% |
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