+871.6%
APH vs LNT
+164.0%
+707.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.2% | +4.4% |
| 7D | -5.9% | +1.4% | -7.4% | -6.4% |
| 30D | -14.8% | +12.3% | -27.1% | -18.2% |
| 3M | -12.4% | +5.3% | -17.8% | -14.1% |
| 6M | +8.1% | +2.0% | +6.0% | +6.5% |
| YTD | +10.9% | +15.3% | -4.3% | +4.5% |
| 1Y | +8.8% | +12.3% | -3.5% | +3.3% |
| 3Y | +262.1% | +59.1% | +203.0% | +194.3% |
| 5Y | +283.1% | +51.7% | +231.4% | +214.1% |
| All | +871.6% | +164.0% | +707.6% | +575.6% |
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