+6.1%
APA vs LNT
+186.9%
-180.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +8.5% | +1.0% | +7.5% | +8.2% |
| 30D | +2.8% | +9.6% | -6.8% | -0.6% |
| 3M | +21.7% | +5.4% | +16.3% | +19.3% |
| 6M | +32.6% | +3.1% | +29.5% | +30.4% |
| YTD | +103.7% | +16.5% | +87.2% | +91.3% |
| 1Y | +101.8% | +12.3% | +89.5% | +92.0% |
| 3Y | +48.1% | +70.3% | -22.3% | +19.8% |
| 5Y | +91.9% | +56.4% | +35.5% | +57.6% |
| All | +6.1% | +186.9% | -180.8% | -8.2% |
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