+21,151.7%
NTAP vs LUMN
+86.0%
+21,065.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.9% | +6.6% | +8.1% |
| 7D | +7.4% | +2.5% | +4.9% | +6.8% |
| 30D | -1.4% | +10.3% | -11.7% | -3.8% |
| 3M | +24.6% | -18.3% | +42.8% | +29.4% |
| 6M | +105.9% | +4.4% | +101.5% | +99.5% |
| YTD | +88.5% | -10.7% | +99.2% | +85.2% |
| 1Y | +62.1% | +14.0% | +48.1% | +46.4% |
| 3Y | +169.1% | +406.6% | -237.5% | +11.6% |
| 5Y | +141.9% | -36.8% | +178.7% | +99.1% |
| 10Y | +644.0% | -56.2% | +700.2% | +503.3% |
| All | +21,151.7% | +86.0% | +21,065.7% | +8,308.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling