-18.4%
APTV vs LNT
+148.3%
-166.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -5.0% | -1.0% | -4.0% | -4.7% |
| 30D | -6.1% | -4.2% | -1.8% | -4.6% |
| 3M | -33.0% | -6.7% | -26.3% | -31.5% |
| 6M | -35.2% | -3.6% | -31.7% | -34.7% |
| YTD | -40.1% | +5.9% | -46.0% | -41.9% |
| 1Y | -45.6% | +7.3% | -52.9% | -47.5% |
| 3Y | -54.4% | +46.5% | -100.8% | -61.6% |
| 5Y | -68.9% | +32.5% | -101.4% | -73.0% |
| All | -18.4% | +148.3% | -166.8% | -36.3% |
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