+253.9%
UMC vs LNT
+46.9%
+207.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.6% |
| 7D | +11.4% | -1.1% | +12.5% | +11.2% |
| 30D | +16.8% | -1.9% | +18.7% | +16.5% |
| 3M | +19.1% | -7.2% | +26.3% | +17.8% |
| 6M | +137.4% | -3.9% | +141.3% | +134.8% |
| YTD | +186.4% | +5.9% | +180.5% | +182.2% |
| 1Y | +229.1% | +8.4% | +220.7% | +223.4% |
| All | +253.9% | +46.9% | +207.0% | +236.2% |
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 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