+3,155.8%
LNT vs TAP
+825.0%
+2,330.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.1% | -2.3% | +2.2% | +0.3% |
| 30D | -3.2% | -2.1% | -1.0% | -2.9% |
| 3M | -4.1% | +6.6% | -10.7% | -5.2% |
| 6M | -4.6% | -11.5% | +6.9% | -2.9% |
| YTD | +7.0% | -10.3% | +17.3% | +8.5% |
| 1Y | +8.3% | -14.4% | +22.7% | +10.4% |
| 3Y | +51.0% | -28.3% | +79.3% | +57.7% |
| 5Y | +30.2% | +1.7% | +28.5% | +27.7% |
| 10Y | +143.6% | -49.2% | +192.8% | +156.3% |
| All | +3,155.8% | +825.0% | +2,330.8% | +2,607.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling