+155.3%
HBAN vs LNT
+148.3%
+7.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.0% | -1.0% | 0.0% | -0.6% |
| 30D | -5.6% | -4.2% | -1.4% | -3.9% |
| 3M | -1.1% | -6.7% | +5.5% | +1.5% |
| 6M | +9.9% | -3.6% | +13.5% | +11.2% |
| YTD | -0.9% | +5.9% | -6.8% | -3.8% |
| 1Y | -1.4% | +7.3% | -8.7% | -4.9% |
| 3Y | +78.2% | +46.5% | +31.7% | +49.2% |
| 5Y | +37.0% | +32.5% | +4.5% | +17.6% |
| All | +155.3% | +148.3% | +7.0% | +125.7% |
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