+68.1%
NTAP vs LNT
+13.9%
+54.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -0.8% |
| 7D | -16.1% | +7.2% | -23.2% | -14.2% |
| 30D | -15.9% | +15.6% | -31.6% | -12.7% |
| 3M | -1.2% | +5.2% | -6.4% | 0.0% |
| 6M | +70.1% | +1.7% | +68.4% | +72.0% |
| YTD | +77.9% | +17.0% | +60.9% | +85.5% |
| 1Y | +68.1% | +14.2% | +53.9% | +74.0% |
| All | +68.1% | +13.9% | +54.2% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 1y: compounded portfolio wealth divided by compounded LNT 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…
1y analysis · Full analysis span regression · 6 months rolling