+4.6%
UNH vs LNT
+30.4%
-25.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.2% | -1.1% | -2.1% | -2.9% |
| 30D | -3.5% | -1.9% | -1.5% | -3.0% |
| 3M | -4.2% | -7.2% | +3.0% | -2.3% |
| 6M | +38.3% | -3.9% | +42.2% | +39.5% |
| YTD | +19.2% | +5.9% | +13.3% | +17.1% |
| 1Y | +15.0% | +8.4% | +6.6% | +12.3% |
| 3Y | -14.5% | +46.6% | -61.1% | -25.4% |
| 5Y | +4.6% | +32.4% | -27.9% | -6.6% |
| All | +4.6% | +30.4% | -25.8% | -6.6% |
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