-35.1%
AUR vs LNT
+31.4%
-66.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.4% | -1.0% | +2.5% | +1.7% |
| 30D | -6.4% | -4.2% | -2.2% | -5.4% |
| 3M | +7.7% | -6.7% | +14.4% | +9.2% |
| 6M | +44.5% | -3.6% | +48.1% | +44.6% |
| YTD | +67.4% | +5.9% | +61.6% | +62.3% |
| 1Y | +15.4% | +7.3% | +8.2% | +11.3% |
| 3Y | +94.8% | +46.5% | +48.4% | +63.3% |
| All | -35.1% | +31.4% | -66.5% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling