+68.1%
NTAP vs LEN
-21.9%
+90.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -1.8% |
| 7D | -16.1% | +10.5% | -26.6% | -16.6% |
| 30D | -15.9% | +24.6% | -40.6% | -17.5% |
| 3M | -1.2% | +6.6% | -7.9% | -1.3% |
| 6M | +70.1% | +10.6% | +59.4% | +67.7% |
| YTD | +77.9% | -8.3% | +86.3% | +83.2% |
| 1Y | +68.1% | -22.5% | +90.6% | +77.7% |
| All | +68.1% | -21.9% | +90.0% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling