-3.7%
APA vs LNT
+148.3%
-152.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.6% | -1.0% | +5.6% | +4.9% |
| 30D | +11.9% | -4.2% | +16.2% | +13.5% |
| 3M | +22.5% | -6.7% | +29.1% | +25.1% |
| 6M | +37.5% | -3.6% | +41.1% | +38.4% |
| YTD | +87.2% | +5.9% | +81.3% | +82.0% |
| 1Y | +101.4% | +7.3% | +94.2% | +94.8% |
| 3Y | +16.9% | +46.5% | -29.6% | +0.1% |
| 5Y | +178.4% | +32.5% | +146.0% | +144.0% |
| All | -3.7% | +148.3% | -152.0% | -19.9% |
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