+189.2%
HAS vs LNT
+57.3%
+131.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.2% | +1.4% | -1.6% | -0.7% |
| 30D | +31.0% | +12.3% | +18.7% | +25.7% |
| 3M | +30.7% | +5.3% | +25.3% | +28.1% |
| 6M | +23.9% | +2.0% | +21.9% | +22.5% |
| YTD | +48.3% | +15.3% | +33.0% | +39.5% |
| 1Y | +60.2% | +12.3% | +47.9% | +52.2% |
| 3Y | +189.2% | +59.1% | +130.1% | +123.4% |
| All | +189.2% | +57.3% | +131.9% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling