+1,041.3%
APH vs LNT
+142.3%
+899.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.5% |
| 7D | +0.2% | +1.0% | -0.8% | -0.1% |
| 30D | -3.3% | -1.1% | -2.2% | -3.0% |
| 3M | +14.0% | -3.6% | +17.6% | +14.9% |
| 6M | +24.4% | -2.7% | +27.1% | +24.7% |
| YTD | +21.4% | +8.0% | +13.4% | +17.2% |
| 1Y | +48.9% | +10.5% | +38.5% | +42.3% |
| 3Y | +290.1% | +49.6% | +240.5% | +224.5% |
| 5Y | +352.8% | +32.2% | +320.6% | +292.4% |
| 10Y | +1,041.3% | +141.8% | +899.5% | +719.4% |
| All | +1,041.3% | +142.3% | +899.0% | +719.4% |
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 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