+746.1%
AU vs LNT
+1,458.6%
-712.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.0% |
| 7D | -7.0% | -1.1% | -5.9% | -6.6% |
| 30D | +7.3% | -1.9% | +9.2% | +7.9% |
| 3M | +33.2% | -7.2% | +40.4% | +36.5% |
| 6M | -0.6% | -3.9% | +3.3% | +0.4% |
| YTD | +26.2% | +5.9% | +20.3% | +23.1% |
| 1Y | +68.3% | +8.4% | +59.9% | +62.8% |
| 3Y | +592.1% | +46.6% | +545.5% | +499.1% |
| 5Y | +685.3% | +32.4% | +652.8% | +598.4% |
| 10Y | +682.5% | +147.9% | +534.7% | +449.8% |
| All | +746.1% | +1,458.6% | -712.5% | +267.8% |
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