+19,691.8%
NTAP vs LSCC
+1,321.0%
+18,370.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.7% |
| 7D | -0.8% | +1.3% | -2.1% | -1.4% |
| 30D | -0.5% | -9.7% | +9.1% | +3.5% |
| 3M | +4.1% | -23.7% | +27.8% | +14.0% |
| 6M | +88.0% | +26.5% | +61.5% | +62.6% |
| YTD | +75.6% | +57.5% | +18.1% | +36.7% |
| 1Y | +58.9% | +75.7% | -16.8% | +16.7% |
| 3Y | +153.6% | +19.5% | +134.1% | +94.4% |
| 5Y | +127.6% | +83.8% | +43.9% | +31.1% |
| 10Y | +580.4% | +1,772.4% | -1,192.0% | +11.1% |
| All | +19,691.8% | +1,321.0% | +18,370.8% | +2,344.6% |
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