+185.0%
APD vs LNT
+174.3%
+10.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.2% | +1.6% | -1.8% | -1.0% |
| 30D | +11.0% | +12.1% | -1.1% | +4.8% |
| 3M | +2.0% | +8.2% | -6.2% | -2.1% |
| 6M | +7.1% | +3.6% | +3.4% | +4.6% |
| YTD | +29.8% | +16.2% | +13.6% | +19.2% |
| 1Y | +24.0% | +12.8% | +11.2% | +15.7% |
| 3Y | +27.2% | +66.5% | -39.3% | -4.6% |
| 5Y | +12.8% | +53.8% | -41.0% | -13.2% |
| 10Y | +185.0% | +182.5% | +2.5% | +85.6% |
| All | +185.0% | +174.3% | +10.7% | +85.6% |
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