+85.4%
APA vs LNT
+54.8%
+30.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +5.1% | -0.2% | +5.3% | +5.1% |
| 30D | +0.3% | +11.6% | -11.3% | -2.5% |
| 3M | +15.6% | +8.2% | +7.5% | +13.2% |
| 6M | +28.9% | +3.1% | +25.8% | +27.4% |
| YTD | +96.6% | +16.8% | +79.8% | +86.8% |
| 1Y | +95.5% | +11.6% | +83.9% | +88.3% |
| 3Y | +41.8% | +67.4% | -25.6% | +20.8% |
| 5Y | +85.4% | +56.8% | +28.7% | +55.4% |
| All | +85.4% | +54.8% | +30.6% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling