+562.2%
NTAP vs LEN
+136.9%
+425.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | +7.2% | -5.8% | +13.0% | +8.9% |
| 30D | -18.4% | +13.7% | -32.1% | -22.0% |
| 3M | -11.3% | -3.9% | -7.5% | -11.5% |
| 6M | +53.8% | -0.4% | +54.1% | +50.8% |
| YTD | +72.0% | -16.8% | +88.8% | +76.9% |
| 1Y | +68.0% | -29.5% | +97.5% | +81.3% |
| 3Y | +149.5% | -25.6% | +175.1% | +156.0% |
| 5Y | +125.6% | -13.2% | +138.8% | +113.5% |
| All | +562.2% | +136.9% | +425.3% | +330.8% |
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