-68.3%
U vs LNT
+31.1%
-99.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +4.4% | +0.2% | +4.2% | +4.4% |
| 30D | -1.3% | -0.5% | -0.8% | -1.2% |
| 3M | +49.6% | -5.5% | +55.1% | +50.2% |
| 6M | +100.2% | -3.8% | +104.0% | +100.3% |
| YTD | -3.7% | +6.8% | -10.5% | -5.7% |
| 1Y | -6.5% | +9.3% | -15.8% | -9.1% |
| 3Y | +12.9% | +47.9% | -35.0% | +0.7% |
| 5Y | -68.3% | +31.6% | -99.9% | -71.1% |
| All | -68.3% | +31.1% | -99.4% | -71.1% |
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