+127.9%
NTAP vs LSCC
+33.9%
+94.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +2.9% | -0.9% |
| 7D | +7.2% | +7.0% | +0.2% | +5.0% |
| 30D | -18.4% | -2.3% | -16.1% | -18.2% |
| 3M | -11.3% | -12.5% | +1.2% | -8.6% |
| 6M | +53.8% | -10.6% | +64.3% | +55.3% |
| YTD | +72.0% | +52.7% | +19.3% | +46.6% |
| 1Y | +68.0% | +74.0% | -5.9% | +37.6% |
| 3Y | +149.5% | +104.8% | +44.7% | +81.0% |
| All | +127.9% | +33.9% | +94.0% | +70.0% |
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