+68.1%
NTAP vs LVS
-31.5%
+99.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.1% | -2.1% |
| 7D | -16.1% | +13.4% | -29.5% | -17.0% |
| 30D | -15.9% | +12.2% | -28.1% | -16.8% |
| 3M | -1.2% | -10.7% | +9.5% | +1.5% |
| 6M | +70.1% | -19.8% | +89.9% | +79.2% |
| YTD | +77.9% | -35.8% | +113.7% | +96.9% |
| 1Y | +68.1% | -31.8% | +99.9% | +82.6% |
| All | +68.1% | -31.5% | +99.6% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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