+32.2%
LNT vs TAP
0.0%
+32.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.2% |
| 3M | -3.6% | -0.8% | -2.8% | -3.7% |
| 6M | -2.7% | -14.7% | +12.1% | +0.8% |
| YTD | +8.0% | -13.9% | +21.9% | +11.2% |
| 1Y | +10.5% | -18.6% | +29.1% | +15.2% |
| 3Y | +49.6% | -32.0% | +81.6% | +62.3% |
| 5Y | +32.2% | -1.0% | +33.2% | +30.9% |
| All | +32.2% | 0.0% | +32.3% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling