+4,408.5%
HAS vs LNT
+3,435.0%
+973.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +3.3% | +1.6% | +1.7% | +2.8% |
| 30D | +30.5% | +12.1% | +18.5% | +25.7% |
| 3M | +29.9% | +8.2% | +21.7% | +26.5% |
| 6M | +26.5% | +3.6% | +22.9% | +24.7% |
| YTD | +51.9% | +16.2% | +35.8% | +44.0% |
| 1Y | +60.9% | +12.8% | +48.1% | +53.9% |
| 3Y | +215.0% | +66.5% | +148.5% | +163.1% |
| 5Y | +51.5% | +53.8% | -2.3% | +28.6% |
| 10Y | +102.2% | +182.5% | -80.3% | +40.5% |
| All | +4,408.5% | +3,435.0% | +973.5% | +1,574.8% |
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