+36.4%
UPS vs LNT
+148.3%
-112.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.0% | -1.0% | -0.9% | -1.6% |
| 30D | -2.0% | -4.2% | +2.3% | -0.5% |
| 3M | -6.2% | -6.7% | +0.4% | -4.0% |
| 6M | +2.8% | -3.6% | +6.3% | +3.8% |
| YTD | +5.9% | +5.9% | 0.0% | +3.3% |
| 1Y | +26.2% | +7.3% | +19.0% | +22.4% |
| 3Y | -26.0% | +46.5% | -72.5% | -36.7% |
| 5Y | -34.3% | +32.5% | -66.7% | -42.3% |
| All | +36.4% | +148.3% | -112.0% | +3.5% |
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 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