+962.6%
APA vs LNT
+3,425.8%
-2,463.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.3% |
| 7D | +9.6% | -0.5% | +10.1% | +9.8% |
| 30D | -0.2% | +9.9% | -10.2% | -4.6% |
| 3M | +19.8% | +4.8% | +15.0% | +16.9% |
| 6M | +30.1% | +2.2% | +27.9% | +27.7% |
| YTD | +100.4% | +15.9% | +84.5% | +85.5% |
| 1Y | +105.2% | +10.6% | +94.7% | +93.9% |
| 3Y | +44.6% | +66.1% | -21.5% | +12.0% |
| 5Y | +88.8% | +55.6% | +33.2% | +47.5% |
| 10Y | +6.6% | +182.8% | -176.2% | -38.7% |
| All | +962.6% | +3,425.8% | -2,463.3% | +172.2% |
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 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