+18,003.8%
NTAP vs LSCC
+1,101.9%
+16,901.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -8.6% | -1.1% | -6.1% |
| 7D | -22.5% | -4.8% | -17.6% | -20.9% |
| 30D | -25.7% | -27.1% | +1.4% | -15.6% |
| 3M | -9.0% | -23.6% | +14.6% | +0.9% |
| 6M | +49.2% | -19.8% | +69.0% | +57.8% |
| YTD | +60.6% | +33.2% | +27.4% | +33.2% |
| 1Y | +48.7% | +55.2% | -6.6% | +15.0% |
| 3Y | +135.6% | +70.1% | +65.5% | +56.1% |
| 5Y | +107.8% | +19.5% | +88.2% | +44.0% |
| 10Y | +609.4% | +1,164.9% | -555.5% | +39.5% |
| All | +18,003.8% | +1,101.9% | +16,901.9% | +2,282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling