+568.7%
NTAP vs LVS
-0.5%
+569.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -1.0% | -4.3% | +3.3% | +0.3% |
| 30D | -7.5% | -6.8% | -0.7% | -5.7% |
| 3M | +14.6% | -15.6% | +30.2% | +20.0% |
| 6M | +91.0% | -20.6% | +111.6% | +103.0% |
| YTD | +73.7% | -33.4% | +107.1% | +93.6% |
| 1Y | +51.2% | -20.1% | +71.4% | +58.6% |
| 3Y | +146.1% | -7.4% | +153.6% | +137.9% |
| 5Y | +122.8% | +8.5% | +114.3% | +90.3% |
| All | +568.7% | -0.5% | +569.2% | +515.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling