+625.8%
NTAP vs LNT
+148.3%
+477.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +7.4% | -1.0% | +8.4% | +7.7% |
| 30D | -1.4% | -4.2% | +2.9% | -0.1% |
| 3M | +24.6% | -6.7% | +31.2% | +26.8% |
| 6M | +105.9% | -3.6% | +109.5% | +107.0% |
| YTD | +88.5% | +5.9% | +82.6% | +83.9% |
| 1Y | +62.1% | +7.3% | +54.8% | +57.1% |
| 3Y | +169.1% | +46.5% | +122.6% | +130.8% |
| 5Y | +141.9% | +32.5% | +109.4% | +112.2% |
| All | +625.8% | +148.3% | +477.5% | +434.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling