+391.7%
APP vs LNT
+47.7%
+344.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -23.3% | -3.2% | -20.1% | -23.3% |
| 3M | -42.6% | -4.1% | -38.6% | -42.8% |
| 6M | -33.6% | -4.6% | -29.0% | -33.8% |
| YTD | -52.4% | +7.0% | -59.4% | -52.8% |
| 1Y | -35.9% | +8.3% | -44.2% | -36.5% |
| 3Y | +642.2% | +51.0% | +591.2% | +609.2% |
| 5Y | +311.1% | +30.2% | +280.9% | +302.6% |
| All | +391.7% | +47.7% | +344.0% | +402.0% |
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 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