+595.7%
HAL vs LNT
+3,155.8%
-2,560.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +2.9% | -0.1% | +3.0% | +3.0% |
| 30D | +17.0% | -3.2% | +20.2% | +18.9% |
| 3M | -9.7% | -4.1% | -5.6% | -8.1% |
| 6M | +8.6% | -4.6% | +13.2% | +10.4% |
| YTD | +33.0% | +7.0% | +26.0% | +26.9% |
| 1Y | +68.3% | +8.3% | +60.0% | +59.2% |
| 3Y | +0.1% | +51.0% | -50.9% | -22.7% |
| 5Y | +102.6% | +30.2% | +72.5% | +65.4% |
| 10Y | +3.8% | +143.6% | -139.8% | -41.2% |
| All | +595.7% | +3,155.8% | -2,560.1% | +32.3% |
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