+150.1%
LNT vs URA
+369.2%
-219.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -1.0% |
| 7D | +0.2% | +5.7% | -5.6% | -0.2% |
| 30D | -0.5% | +5.6% | -6.1% | -0.9% |
| 3M | -5.5% | +6.2% | -11.7% | -6.1% |
| 6M | -3.8% | -8.2% | +4.4% | -3.6% |
| YTD | +6.8% | +9.7% | -2.8% | +5.1% |
| 1Y | +9.3% | +17.0% | -7.7% | +6.5% |
| 3Y | +47.9% | +118.5% | -70.5% | +33.7% |
| 5Y | +31.6% | +134.3% | -102.7% | +15.3% |
| 10Y | +150.1% | +377.5% | -227.3% | +77.2% |
| All | +150.1% | +369.2% | -219.1% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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