+124.2%
NTAP vs LVS
+5.3%
+118.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | +2.2% | -2.7% | +4.9% | +2.7% |
| 30D | -7.0% | -4.7% | -2.3% | -6.3% |
| 3M | +12.3% | -15.6% | +27.9% | +15.8% |
| 6M | +85.1% | -18.6% | +103.8% | +92.0% |
| YTD | +74.8% | -32.3% | +107.0% | +87.5% |
| 1Y | +52.7% | -18.0% | +70.7% | +57.2% |
| 3Y | +147.7% | -5.8% | +153.5% | +139.9% |
| All | +124.2% | +5.3% | +118.9% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling