+67.7%
USAR vs LNT
+48.2%
+19.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.6% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | -10.4% | -0.5% | -9.9% | -10.4% |
| 3M | -18.4% | -5.5% | -12.9% | -19.2% |
| 6M | -8.8% | -3.8% | -5.0% | -9.6% |
| YTD | +43.4% | +6.8% | +36.5% | +42.8% |
| 1Y | +21.0% | +9.3% | +11.7% | +21.1% |
| All | +67.7% | +48.2% | +19.5% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling