+127.8%
NTAP vs LNT
+56.8%
+71.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.5% | +4.0% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -23.4% | +11.6% | -35.1% | -24.3% |
| 3M | -7.5% | +8.2% | -15.7% | -8.3% |
| 6M | +56.4% | +3.1% | +53.2% | +55.6% |
| YTD | +73.6% | +16.8% | +56.8% | +69.5% |
| 1Y | +68.4% | +11.6% | +56.8% | +65.5% |
| 3Y | +150.6% | +67.4% | +83.2% | +126.0% |
| All | +127.8% | +56.8% | +71.0% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling