+632.0%
NTAP vs LVS
+69.2%
+562.8%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | -0.5% | -3.2% | +2.7% | 0.0% |
| 3M | +4.1% | -12.0% | +16.1% | +6.5% |
| 6M | +88.0% | -19.9% | +107.9% | +95.8% |
| YTD | +75.6% | -30.6% | +106.2% | +87.9% |
| 1Y | +58.9% | -17.7% | +76.7% | +63.5% |
| 3Y | +153.6% | -14.2% | +167.8% | +153.5% |
| 5Y | +127.6% | +9.6% | +118.0% | +108.4% |
| 10Y | +580.4% | +5.7% | +574.7% | +514.8% |
| All | +632.0% | +69.2% | +562.8% | +393.6% |
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