+514.4%
LNT vs URA
-31.1%
+545.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.1% | +1.1% | -1.2% | -0.2% |
| 30D | -3.2% | +7.4% | -10.6% | -4.0% |
| 3M | -4.1% | -8.4% | +4.3% | -3.5% |
| 6M | -4.6% | -12.7% | +8.2% | -3.9% |
| YTD | +7.0% | +7.8% | -0.8% | +4.8% |
| 1Y | +8.3% | +19.5% | -11.2% | +4.2% |
| 3Y | +51.0% | +116.4% | -65.4% | +32.3% |
| 5Y | +30.2% | +134.3% | -104.1% | +9.6% |
| 10Y | +143.6% | +359.3% | -215.7% | +72.9% |
| All | +514.4% | -31.1% | +545.5% | +473.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling