+1,842.6%
UMC vs LNT
+148.3%
+1,694.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +9.0% | -1.0% | +10.0% | +9.1% |
| 30D | +17.2% | -4.2% | +21.5% | +17.8% |
| 3M | +11.4% | -6.7% | +18.1% | +12.0% |
| 6M | +137.5% | -3.6% | +141.1% | +137.3% |
| YTD | +193.1% | +5.9% | +187.2% | +188.8% |
| 1Y | +240.3% | +7.3% | +233.0% | +234.4% |
| 3Y | +262.2% | +46.5% | +215.7% | +236.7% |
| 5Y | +143.1% | +32.5% | +110.7% | +128.7% |
| All | +1,842.6% | +148.3% | +1,694.2% | +1,599.2% |
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