+149.5%
NTAP vs LTH
+241.8%
-92.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.9% |
| 7D | +7.2% | -1.3% | +8.5% | +7.4% |
| 30D | -18.4% | +15.7% | -34.0% | -20.5% |
| 3M | -11.3% | +5.0% | -16.3% | -12.3% |
| 6M | +53.8% | +37.7% | +16.1% | +44.3% |
| YTD | +72.0% | +75.0% | -3.1% | +51.5% |
| 1Y | +68.0% | +82.6% | -14.6% | +46.3% |
| 3Y | +149.5% | +241.3% | -91.8% | +102.8% |
| All | +149.5% | +241.8% | -92.3% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling