+203.8%
DHR vs LNT
+148.3%
+55.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -1.0% | -2.6% | -3.2% |
| 30D | -2.7% | -4.2% | +1.5% | -1.1% |
| 3M | +10.9% | -6.7% | +17.6% | +14.0% |
| 6M | +3.0% | -3.6% | +6.6% | +4.2% |
| YTD | -12.2% | +5.9% | -18.1% | -14.7% |
| 1Y | +3.3% | +7.3% | -3.9% | -0.3% |
| 3Y | -8.2% | +46.5% | -54.7% | -23.1% |
| 5Y | -29.9% | +32.5% | -62.4% | -39.3% |
| All | +203.8% | +148.3% | +55.5% | +116.7% |
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