+887.9%
APP vs LNT
+67.4%
+820.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +4.1% |
| 7D | +4.6% | +1.0% | +3.5% | +4.9% |
| 30D | +56.0% | +9.6% | +46.4% | +60.7% |
| 3M | +30.8% | +5.4% | +25.4% | +33.3% |
| 6M | -9.8% | +3.1% | -12.9% | -8.5% |
| YTD | -39.3% | +16.5% | -55.8% | -36.9% |
| 1Y | -26.4% | +12.3% | -38.8% | -23.8% |
| 3Y | +887.9% | +70.3% | +817.6% | +923.0% |
| All | +887.9% | +67.4% | +820.6% | +923.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling