+227.0%
UPS vs LNT
+1,368.6%
-1,141.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -3.5% | -3.2% | -0.3% | -2.5% |
| 3M | -5.7% | -4.1% | -1.6% | -4.5% |
| 6M | -4.4% | -4.6% | +0.2% | -3.1% |
| YTD | +8.0% | +7.0% | +1.0% | +5.2% |
| 1Y | +29.0% | +8.3% | +20.7% | +25.0% |
| 3Y | -27.7% | +51.0% | -78.7% | -38.1% |
| 5Y | -34.3% | +30.2% | -64.5% | -41.4% |
| 10Y | +37.8% | +143.6% | -105.8% | -2.6% |
| All | +227.0% | +1,368.6% | -1,141.6% | +37.7% |
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