+49.6%
LNT vs TAP
-31.5%
+81.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.9% |
| 7D | +1.0% | -2.3% | +3.3% | +1.5% |
| 30D | -1.1% | -9.4% | +8.3% | +1.1% |
| 3M | -3.6% | -0.8% | -2.8% | -3.8% |
| 6M | -2.7% | -14.7% | +12.1% | +0.7% |
| YTD | +8.0% | -13.9% | +21.9% | +11.0% |
| 1Y | +10.5% | -18.6% | +29.1% | +15.3% |
| 3Y | +49.6% | -32.0% | +81.6% | +60.7% |
| All | +49.6% | -31.5% | +81.1% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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