+126.9%
NTAP vs LTH
+160.9%
-34.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.8% | -0.6% | -0.1% | -0.7% |
| 30D | -0.5% | -4.6% | +4.0% | +0.2% |
| 3M | +4.1% | +32.8% | -28.7% | -1.7% |
| 6M | +88.0% | +64.6% | +23.3% | +68.1% |
| YTD | +75.6% | +62.6% | +12.9% | +57.2% |
| 1Y | +58.9% | +49.9% | +9.0% | +44.4% |
| 3Y | +153.6% | +151.3% | +2.2% | +105.1% |
| All | +126.9% | +160.9% | -34.0% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling