+54.5%
USAR vs LNT
+38.8%
+15.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -11.6% | -1.0% | -10.6% | -11.8% |
| 30D | -15.5% | -4.2% | -11.2% | -16.1% |
| 3M | -31.0% | -6.7% | -24.4% | -31.9% |
| 6M | -26.2% | -3.6% | -22.6% | -26.9% |
| YTD | +30.8% | +5.9% | +24.9% | +29.9% |
| 1Y | +7.1% | +7.3% | -0.2% | +6.9% |
| 3Y | +53.0% | +46.5% | +6.5% | +52.8% |
| All | +54.5% | +38.8% | +15.7% | +54.5% |
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