+179.9%
APTV vs LNT
+433.8%
-253.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.6% | -5.0% |
| 7D | +2.0% | +1.0% | +0.9% | +1.6% |
| 30D | -7.7% | -1.1% | -6.6% | -7.4% |
| 3M | -34.0% | -3.6% | -30.4% | -33.3% |
| 6M | -37.1% | -2.7% | -34.4% | -36.8% |
| YTD | -39.9% | +8.0% | -47.9% | -42.0% |
| 1Y | -44.4% | +10.5% | -54.9% | -46.8% |
| 3Y | -54.5% | +49.6% | -104.1% | -61.6% |
| 5Y | -69.1% | +32.2% | -101.3% | -73.0% |
| 10Y | -20.0% | +141.8% | -161.8% | -42.1% |
| All | +179.9% | +433.8% | -253.9% | +34.1% |
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