+3,324.5%
HAS vs LNT
+3,155.8%
+168.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +2.3% | -3.2% | +5.4% | +3.3% |
| 3M | +10.4% | -4.1% | +14.4% | +11.6% |
| 6M | -3.2% | -4.6% | +1.3% | -2.0% |
| YTD | +15.4% | +7.0% | +8.4% | +12.4% |
| 1Y | +18.8% | +8.3% | +10.5% | +15.2% |
| 3Y | +43.9% | +51.0% | -7.1% | +24.1% |
| 5Y | +13.9% | +30.2% | -16.3% | +2.0% |
| 10Y | +56.4% | +143.6% | -87.2% | +13.8% |
| All | +3,324.5% | +3,155.8% | +168.7% | +1,207.6% |
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