+617.0%
NTAP vs LVS
+55.3%
+561.7%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.1% |
| 7D | +7.2% | -0.8% | +8.0% | +7.3% |
| 30D | -18.4% | +10.0% | -28.4% | -20.2% |
| 3M | -11.3% | -11.0% | -0.3% | -9.6% |
| 6M | +53.8% | -20.1% | +73.9% | +59.9% |
| YTD | +72.0% | -36.3% | +108.3% | +86.5% |
| 1Y | +68.0% | -36.8% | +104.9% | +82.5% |
| 3Y | +149.5% | -9.5% | +159.0% | +146.2% |
| 5Y | +125.6% | +9.3% | +116.3% | +107.0% |
| 10Y | +583.1% | -11.0% | +594.1% | +536.2% |
| All | +617.0% | +55.3% | +561.7% | +390.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling