+64.4%
UL vs LNT
+148.3%
-84.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.4% | -1.0% | -2.4% | -3.0% |
| 30D | +0.5% | -4.2% | +4.7% | +2.2% |
| 3M | +7.2% | -6.7% | +13.9% | +10.1% |
| 6M | -3.1% | -3.6% | +0.5% | -1.8% |
| YTD | -2.7% | +5.9% | -8.6% | -5.0% |
| 1Y | -10.2% | +7.3% | -17.5% | -12.8% |
| 3Y | +20.3% | +46.5% | -26.2% | +3.0% |
| 5Y | +19.9% | +32.5% | -12.5% | +5.1% |
| All | +64.4% | +148.3% | -84.0% | +16.7% |
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