+506.6%
APP vs LNT
+60.4%
+446.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.6% |
| 7D | +61.1% | +1.6% | +59.5% | +61.2% |
| 30D | +42.8% | +12.1% | +30.7% | +43.6% |
| 3M | +16.7% | +8.2% | +8.5% | +17.2% |
| 6M | -15.6% | +3.6% | -19.2% | -15.4% |
| YTD | -41.3% | +16.2% | -57.5% | -41.5% |
| 1Y | -39.3% | +12.8% | -52.1% | -39.3% |
| 3Y | +803.2% | +66.5% | +736.7% | +765.0% |
| 5Y | +313.2% | +53.8% | +259.3% | +317.5% |
| All | +506.6% | +60.4% | +446.2% | +522.3% |
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