+298.1%
APP vs LNT
+55.9%
+242.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.9% |
| 7D | +4.6% | +1.0% | +3.5% | +4.6% |
| 30D | +56.0% | +9.6% | +46.4% | +56.1% |
| 3M | +30.8% | +5.4% | +25.4% | +31.0% |
| 6M | -9.8% | +3.1% | -12.9% | -9.8% |
| YTD | -39.3% | +16.5% | -55.8% | -40.1% |
| 1Y | -26.4% | +12.3% | -38.8% | -27.1% |
| 3Y | +887.9% | +70.3% | +817.6% | +795.2% |
| All | +298.1% | +55.9% | +242.1% | +274.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling