+149.5%
NTAP vs LVS
-9.1%
+158.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -2.9% |
| 7D | +7.2% | -0.8% | +8.0% | +7.3% |
| 30D | -18.4% | +10.0% | -28.4% | -19.7% |
| 3M | -11.3% | -11.0% | -0.3% | -9.6% |
| 6M | +53.8% | -20.1% | +73.9% | +59.7% |
| YTD | +72.0% | -36.3% | +108.3% | +85.6% |
| 1Y | +68.0% | -36.8% | +104.9% | +81.6% |
| 3Y | +149.5% | -9.5% | +159.0% | +131.9% |
| All | +149.5% | -9.1% | +158.5% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling