+7.4%
HAL vs LNT
+140.9%
-133.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | +10.9% | -0.5% | +11.4% | +11.0% |
| 3M | -5.8% | -5.5% | -0.3% | -3.8% |
| 6M | +8.1% | -3.8% | +11.9% | +9.2% |
| YTD | +33.2% | +6.8% | +26.4% | +28.1% |
| 1Y | +74.2% | +9.3% | +64.9% | +65.4% |
| 3Y | -3.7% | +47.9% | -51.6% | -22.1% |
| 5Y | +111.9% | +31.6% | +80.3% | +78.3% |
| 10Y | +7.4% | +150.1% | -142.7% | -17.1% |
| All | +7.4% | +140.9% | -133.5% | -17.1% |
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 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