+131.1%
NTAP vs LSCC
+82.7%
+48.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | -0.8% | +1.3% | -2.1% | -1.2% |
| 30D | -0.5% | -9.7% | +9.1% | +2.1% |
| 3M | +4.1% | -23.7% | +27.8% | +10.8% |
| 6M | +88.0% | +26.5% | +61.5% | +71.4% |
| YTD | +75.6% | +57.5% | +18.1% | +49.2% |
| 1Y | +58.9% | +75.7% | -16.8% | +30.0% |
| 3Y | +153.6% | +19.5% | +134.1% | +116.8% |
| All | +131.1% | +82.7% | +48.3% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling