-35.0%
AUR vs LNT
+40.5%
-75.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +11.1% | +0.2% | +10.9% | +11.1% |
| 30D | -6.9% | -0.5% | -6.4% | -6.8% |
| 3M | +5.5% | -5.5% | +11.0% | +6.6% |
| 6M | +41.0% | -3.8% | +44.8% | +41.3% |
| YTD | +69.3% | +6.8% | +62.4% | +64.0% |
| 1Y | +14.0% | +9.3% | +4.7% | +9.6% |
| 3Y | +90.1% | +47.9% | +42.1% | +60.8% |
| 5Y | -34.4% | +31.6% | -66.0% | -45.7% |
| All | -35.0% | +40.5% | -75.5% | -46.2% |
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