+275.3%
UMC vs LNT
+1,204.2%
-928.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.5% |
| 7D | +13.6% | +0.2% | +13.4% | +13.5% |
| 30D | +20.8% | -0.5% | +21.3% | +21.0% |
| 3M | +16.1% | -5.5% | +21.7% | +18.3% |
| 6M | +137.3% | -3.8% | +141.1% | +138.3% |
| YTD | +193.8% | +6.8% | +186.9% | +180.6% |
| 1Y | +236.1% | +9.3% | +226.8% | +216.8% |
| 3Y | +267.1% | +47.9% | +219.2% | +191.9% |
| 5Y | +145.3% | +31.6% | +113.7% | +100.8% |
| 10Y | +1,857.3% | +150.1% | +1,707.2% | +908.7% |
| All | +275.3% | +1,204.2% | -928.9% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling