+92.6%
HAS vs LNT
+186.9%
-94.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +1.4% | +1.0% | +0.3% | +0.9% |
| 30D | +26.3% | +9.6% | +16.7% | +21.5% |
| 3M | +25.6% | +5.4% | +20.2% | +22.8% |
| 6M | +30.3% | +3.1% | +27.1% | +28.1% |
| YTD | +50.4% | +16.5% | +33.9% | +40.1% |
| 1Y | +57.7% | +12.3% | +45.4% | +49.2% |
| 3Y | +213.4% | +70.3% | +143.1% | +144.5% |
| 5Y | +49.1% | +56.4% | -7.3% | +18.7% |
| All | +92.6% | +186.9% | -94.3% | +37.0% |
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