+848.7%
APA vs LNT
+3,155.8%
-2,307.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.2% |
| 7D | +0.5% | -0.1% | +0.6% | +0.6% |
| 30D | +23.4% | -3.2% | +26.6% | +25.0% |
| 3M | +12.7% | -4.1% | +16.8% | +14.3% |
| 6M | +39.4% | -4.6% | +44.0% | +41.3% |
| YTD | +79.0% | +7.0% | +72.0% | +72.2% |
| 1Y | +88.8% | +8.3% | +80.5% | +80.4% |
| 3Y | +6.4% | +51.0% | -44.6% | -13.9% |
| 5Y | +153.0% | +30.2% | +122.8% | +114.6% |
| 10Y | +7.5% | +143.6% | -136.0% | -33.7% |
| All | +848.7% | +3,155.8% | -2,307.1% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling