+589.7%
NTAP vs LEN
+103.7%
+486.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +2.2% | -3.4% | +5.6% | +3.2% |
| 30D | -7.0% | -5.7% | -1.4% | -5.6% |
| 3M | +12.3% | -12.2% | +24.5% | +15.8% |
| 6M | +85.1% | -18.3% | +103.4% | +94.3% |
| YTD | +74.8% | -20.2% | +95.0% | +84.0% |
| 1Y | +52.7% | -40.1% | +92.7% | +74.6% |
| 3Y | +147.7% | -26.2% | +173.8% | +156.9% |
| 5Y | +124.8% | -9.8% | +134.6% | +112.2% |
| 10Y | +589.7% | +109.1% | +480.6% | +378.1% |
| All | +589.7% | +103.7% | +486.0% | +378.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling