+115.7%
NTAP vs LTH
+183.0%
-67.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.2% |
| 7D | -5.0% | +7.0% | -12.0% | -6.2% |
| 30D | -25.8% | +15.4% | -41.2% | -27.8% |
| 3M | -6.9% | +7.0% | -13.9% | -8.3% |
| 6M | +50.0% | +46.9% | +3.2% | +38.4% |
| YTD | +66.9% | +76.4% | -9.5% | +47.0% |
| 1Y | +58.3% | +83.7% | -25.5% | +38.0% |
| 3Y | +145.1% | +248.9% | -103.8% | +86.6% |
| 5Y | +114.2% | +141.8% | -27.6% | +57.3% |
| All | +115.7% | +183.0% | -67.3% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling