+115.0%
NTAP vs LSCC
+40.9%
+74.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | -7.8% | +5.0% | -12.8% | -9.1% |
| 30D | -25.8% | -11.7% | -14.0% | -23.4% |
| 3M | -11.2% | -13.3% | +2.1% | -8.2% |
| 6M | +49.9% | -12.5% | +62.5% | +52.6% |
| YTD | +66.9% | +51.2% | +15.7% | +42.8% |
| 1Y | +58.8% | +65.9% | -7.1% | +32.1% |
| 3Y | +140.8% | +95.3% | +45.5% | +77.4% |
| 5Y | +115.0% | +38.6% | +76.4% | +58.0% |
| All | +115.0% | +40.9% | +74.1% | +58.0% |
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 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