+1,729.1%
HCA vs LNT
+462.0%
+1,267.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +2.9% | -1.1% | +4.0% | +3.5% |
| 30D | +2.4% | -1.9% | +4.3% | +3.2% |
| 3M | +13.0% | -7.2% | +20.2% | +17.1% |
| 6M | -21.4% | -3.9% | -17.5% | -20.1% |
| YTD | -9.5% | +5.9% | -15.3% | -12.4% |
| 1Y | +7.5% | +8.4% | -0.8% | +2.8% |
| 3Y | +57.6% | +46.6% | +11.0% | +27.6% |
| 5Y | +71.1% | +32.4% | +38.7% | +44.9% |
| 10Y | +498.8% | +147.9% | +350.9% | +267.9% |
| All | +1,729.1% | +462.0% | +1,267.0% | +454.4% |
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 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