-29.8%
DHR vs LNT
+30.4%
-60.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -5.0% | -1.1% | -3.9% | -4.6% |
| 30D | -3.3% | -1.9% | -1.4% | -2.7% |
| 3M | +9.4% | -7.2% | +16.6% | +12.6% |
| 6M | +3.2% | -3.9% | +7.1% | +4.4% |
| YTD | -12.0% | +5.9% | -17.9% | -14.5% |
| 1Y | +4.9% | +8.4% | -3.5% | +0.8% |
| 3Y | -7.4% | +46.6% | -54.0% | -23.0% |
| 5Y | -29.8% | +32.4% | -62.2% | -37.9% |
| All | -29.8% | +30.4% | -60.2% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling