-26.6%
U vs LNT
+71.5%
-98.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.1% |
| 7D | +2.8% | -0.5% | +3.4% | +2.8% |
| 30D | +7.6% | +9.9% | -2.3% | +7.7% |
| 3M | +12.7% | +4.8% | +7.9% | +12.8% |
| 6M | +87.0% | +2.2% | +84.8% | +87.1% |
| YTD | +13.6% | +15.9% | -2.3% | +12.7% |
| 1Y | +25.3% | +10.6% | +14.7% | +24.8% |
| 3Y | +85.8% | +66.1% | +19.7% | +77.3% |
| 5Y | -74.5% | +55.6% | -130.1% | -74.7% |
| All | -26.6% | +71.5% | -98.1% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling