+21.2%
UL vs LNT
+48.2%
-27.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | -0.6% | -0.5% | -0.1% | -0.5% |
| 3M | +9.4% | -5.5% | +15.0% | +11.9% |
| 6M | -4.1% | -3.8% | -0.3% | -2.7% |
| YTD | -2.0% | +6.8% | -8.8% | -4.3% |
| 1Y | -9.0% | +9.3% | -18.3% | -11.8% |
| All | +21.2% | +48.2% | -27.1% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling