+503.8%
APP vs LNT
+60.0%
+443.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.8% |
| 7D | +10.6% | -0.5% | +11.1% | +10.5% |
| 30D | +44.6% | +9.9% | +34.7% | +45.3% |
| 3M | +29.6% | +4.8% | +24.8% | +30.0% |
| 6M | -19.8% | +2.2% | -21.9% | -19.6% |
| YTD | -41.6% | +15.9% | -57.4% | -41.7% |
| 1Y | -32.7% | +10.6% | -43.2% | -32.7% |
| 3Y | +799.0% | +66.1% | +732.9% | +760.9% |
| 5Y | +250.4% | +55.6% | +194.8% | +256.2% |
| All | +503.8% | +60.0% | +443.8% | +519.3% |
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