+68.1%
NTAP vs LTH
+84.0%
-15.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.3% | -8.0% | -1.7% |
| 7D | -16.1% | +9.9% | -25.9% | -16.1% |
| 30D | -15.9% | +18.3% | -34.2% | -15.8% |
| 3M | -1.2% | +5.9% | -7.2% | -1.4% |
| 6M | +70.1% | +80.3% | -10.3% | +66.7% |
| YTD | +77.9% | +78.3% | -0.4% | +74.8% |
| 1Y | +68.1% | +81.0% | -12.9% | +64.5% |
| All | +68.1% | +84.0% | -15.9% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling