+1,278.0%
AAPL vs LNT
+148.3%
+1,129.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.8% | -1.0% | +4.9% | +4.2% |
| 30D | +9.9% | -4.2% | +14.2% | +11.6% |
| 3M | +12.5% | -6.7% | +19.2% | +15.0% |
| 6M | +27.6% | -3.6% | +31.2% | +28.7% |
| YTD | +22.6% | +5.9% | +16.7% | +19.2% |
| 1Y | +45.0% | +7.3% | +37.7% | +40.1% |
| 3Y | +87.8% | +46.5% | +41.3% | +58.6% |
| 5Y | +128.7% | +32.5% | +96.2% | +99.3% |
| All | +1,278.0% | +148.3% | +1,129.7% | +932.3% |
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 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