+8,438.8%
USB vs LNT
+3,155.8%
+5,283.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +1.4% | -0.1% | +1.5% | +1.5% |
| 30D | -1.3% | -3.2% | +1.9% | +0.1% |
| 3M | +15.2% | -4.1% | +19.3% | +17.2% |
| 6M | +18.8% | -4.6% | +23.4% | +20.9% |
| YTD | +21.0% | +7.0% | +14.0% | +16.7% |
| 1Y | +34.0% | +8.3% | +25.7% | +28.4% |
| 3Y | +95.3% | +51.0% | +44.3% | +59.8% |
| 5Y | +40.4% | +30.2% | +10.2% | +20.8% |
| 10Y | +107.3% | +143.6% | -36.3% | +33.0% |
| All | +8,438.8% | +3,155.8% | +5,283.0% | +1,910.3% |
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