+8,026.5%
USB vs LNT
+3,444.7%
+4,581.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -1.5% | +4.7% | -6.2% | -3.5% |
| 30D | +4.3% | +13.0% | -8.7% | -1.3% |
| 3M | -6.1% | +5.4% | -11.5% | -8.4% |
| 6M | +9.4% | +2.0% | +7.4% | +8.1% |
| YTD | +15.2% | +16.5% | -1.3% | +6.9% |
| 1Y | +32.8% | +13.3% | +19.5% | +24.6% |
| 3Y | +91.3% | +58.7% | +32.6% | +53.0% |
| 5Y | +22.7% | +53.3% | -30.6% | -1.8% |
| 10Y | +97.0% | +173.0% | -75.9% | +20.3% |
| All | +8,026.5% | +3,444.7% | +4,581.9% | +1,740.4% |
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