+58.8%
NTAP vs LSCC
+69.4%
-10.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | -7.8% | +5.0% | -12.8% | -9.0% |
| 30D | -25.8% | -11.7% | -14.0% | -23.7% |
| 3M | -11.2% | -13.3% | +2.1% | -8.8% |
| 6M | +49.9% | -12.5% | +62.5% | +53.0% |
| YTD | +66.9% | +51.2% | +15.7% | +46.4% |
| 1Y | +58.8% | +65.9% | -7.1% | +36.0% |
| All | +58.8% | +69.4% | -10.6% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling