+51.2%
NTAP vs LVS
-19.7%
+70.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -1.0% | -4.3% | +3.3% | -0.4% |
| 30D | -7.5% | -6.8% | -0.7% | -6.6% |
| 3M | +14.6% | -15.6% | +30.2% | +17.8% |
| 6M | +91.0% | -20.6% | +111.6% | +98.4% |
| YTD | +73.7% | -33.4% | +107.1% | +84.8% |
| 1Y | +51.2% | -20.1% | +71.4% | +59.5% |
| All | +51.2% | -19.7% | +70.9% | +59.5% |
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