+105.6%
NTAP vs LTH
+142.9%
-37.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -15.1% | +4.5% | -19.5% | -15.8% |
| 30D | -28.1% | +16.3% | -44.4% | -30.2% |
| 3M | -11.4% | +8.4% | -19.8% | -13.0% |
| 6M | +52.2% | +40.3% | +11.9% | +41.6% |
| YTD | +60.4% | +77.3% | -16.9% | +40.9% |
| 1Y | +51.0% | +88.0% | -37.0% | +30.8% |
| 3Y | +135.6% | +274.3% | -138.7% | +76.0% |
| All | +105.6% | +142.9% | -37.3% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling