+10.3%
APA vs LNT
+50.4%
-40.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | -1.7% | +1.0% | -2.7% | -1.9% |
| 30D | +15.7% | -1.1% | +16.8% | +16.0% |
| 3M | +16.5% | -3.6% | +20.0% | +17.4% |
| 6M | +35.1% | -2.7% | +37.8% | +35.3% |
| YTD | +82.2% | +8.0% | +74.2% | +75.7% |
| 1Y | +102.5% | +10.5% | +92.0% | +93.4% |
| 3Y | +10.3% | +49.6% | -39.3% | -7.2% |
| All | +10.3% | +50.4% | -40.1% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling