+1,151.9%
URI vs LNT
+185.4%
+966.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +9.3% | -0.5% | +9.9% | +9.6% |
| 30D | +7.6% | +9.9% | -2.3% | +3.3% |
| 3M | +1.0% | +4.8% | -3.7% | -1.1% |
| 6M | +19.8% | +2.2% | +17.7% | +18.3% |
| YTD | +41.9% | +15.9% | +26.0% | +32.6% |
| 1Y | +33.4% | +10.6% | +22.8% | +27.1% |
| 3Y | +156.0% | +66.1% | +90.0% | +100.8% |
| 5Y | +209.5% | +55.6% | +153.9% | +146.9% |
| All | +1,151.9% | +185.4% | +966.4% | +940.9% |
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