+19.2%
UL vs LNT
+30.4%
-11.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -4.1% | -1.1% | -3.0% | -3.7% |
| 30D | -1.2% | -1.9% | +0.8% | -0.6% |
| 3M | +6.0% | -7.2% | +13.2% | +8.6% |
| 6M | -5.5% | -3.9% | -1.6% | -4.2% |
| YTD | -3.3% | +5.9% | -9.2% | -5.0% |
| 1Y | -9.8% | +8.4% | -18.2% | -12.0% |
| 3Y | +20.1% | +46.6% | -26.5% | +7.3% |
| 5Y | +19.2% | +32.4% | -13.3% | +7.0% |
| All | +19.2% | +30.4% | -11.2% | +7.0% |
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