+130.1%
NTAP vs LEN
-11.0%
+141.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +3.0% |
| 7D | +3.3% | -2.9% | +6.1% | +4.0% |
| 30D | -0.2% | -8.9% | +8.7% | +2.1% |
| 3M | +11.4% | -10.9% | +22.3% | +14.1% |
| 6M | +88.7% | -19.7% | +108.3% | +98.7% |
| YTD | +78.9% | -20.6% | +99.5% | +88.3% |
| 1Y | +58.8% | -42.4% | +101.2% | +83.6% |
| 3Y | +153.5% | -26.5% | +180.1% | +158.2% |
| All | +130.1% | -11.0% | +141.2% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling