+500.0%
APP vs LNT
+59.1%
+440.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.9% | +9.8% |
| 7D | +71.2% | +1.4% | +69.8% | +71.3% |
| 30D | +39.1% | +12.3% | +26.8% | +39.9% |
| 3M | +16.5% | +5.3% | +11.2% | +17.0% |
| 6M | -16.6% | +2.0% | -18.6% | -16.4% |
| YTD | -41.9% | +15.3% | -57.2% | -42.1% |
| 1Y | -37.0% | +12.3% | -49.3% | -37.1% |
| 3Y | +892.4% | +59.1% | +833.4% | +855.0% |
| 5Y | +297.3% | +51.7% | +245.6% | +300.9% |
| All | +500.0% | +59.1% | +440.9% | +515.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling