+19,691.7%
NTAP vs LEN
+2,880.8%
+16,810.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -0.8% | -3.2% | +2.4% | +0.3% |
| 30D | -0.5% | -4.9% | +4.4% | +0.7% |
| 3M | +4.1% | -8.5% | +12.6% | +6.2% |
| 6M | +88.0% | -20.7% | +108.6% | +99.8% |
| YTD | +75.6% | -17.4% | +93.0% | +83.6% |
| 1Y | +58.9% | -38.2% | +97.2% | +81.4% |
| 3Y | +153.6% | -24.9% | +178.4% | +163.6% |
| 5Y | +127.6% | -11.4% | +139.1% | +118.6% |
| 10Y | +580.4% | +110.0% | +470.3% | +350.2% |
| All | +19,691.7% | +2,880.8% | +16,810.9% | +1,548.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling