+105.9%
NTAP vs LUMN
+3.9%
+102.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.9% | +6.6% | +8.2% |
| 7D | +7.4% | +2.5% | +4.9% | +7.0% |
| 30D | -1.4% | +10.3% | -11.7% | -3.1% |
| 3M | +24.6% | -18.3% | +42.8% | +28.2% |
| 6M | +105.9% | +4.4% | +101.5% | +103.5% |
| All | +105.9% | +3.9% | +102.0% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 6mo: compounded portfolio wealth divided by compounded LUMN 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…
6mo analysis · Full analysis span regression · 6 months rolling