+149.5%
NTAP vs LEN
-25.9%
+175.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | +7.2% | -5.8% | +13.0% | +8.1% |
| 30D | -18.4% | +13.7% | -32.1% | -20.7% |
| 3M | -11.3% | -3.9% | -7.5% | -11.2% |
| 6M | +53.8% | -0.4% | +54.1% | +51.9% |
| YTD | +72.0% | -16.8% | +88.8% | +76.5% |
| 1Y | +68.0% | -29.5% | +97.5% | +78.9% |
| 3Y | +149.5% | -25.6% | +175.1% | +152.1% |
| All | +149.5% | -25.9% | +175.3% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling