-19.0%
USAR vs LNT
+52.7%
-71.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.2% |
| 7D | -0.8% | +1.0% | -1.8% | -0.6% |
| 30D | -20.9% | +9.6% | -30.5% | -19.2% |
| 3M | -56.2% | +5.4% | -61.6% | -55.5% |
| 6M | -67.9% | +3.1% | -71.0% | -67.5% |
| YTD | -31.4% | +16.5% | -47.9% | -30.3% |
| 1Y | -45.1% | +12.3% | -57.4% | -44.1% |
| 3Y | -20.3% | +70.3% | -90.6% | -18.6% |
| All | -19.0% | +52.7% | -71.6% | -17.1% |
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