+58.9%
NTAP vs LTH
+83.5%
-24.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.1% |
| 7D | -5.0% | +7.0% | -12.0% | -5.0% |
| 30D | -25.8% | +15.4% | -41.2% | -25.7% |
| 3M | -6.9% | +7.0% | -13.9% | -7.0% |
| 6M | +50.0% | +46.9% | +3.2% | +50.6% |
| YTD | +66.9% | +76.4% | -9.5% | +62.9% |
| All | +58.9% | +83.5% | -24.5% | +52.9% |
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