+210.2%
HD vs LNT
+140.9%
+69.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -10.8% | -0.5% | -10.3% | -10.7% |
| 3M | -2.7% | -5.5% | +2.8% | -0.2% |
| 6M | -10.3% | -3.8% | -6.5% | -8.9% |
| YTD | -7.8% | +6.8% | -14.6% | -11.0% |
| 1Y | -23.1% | +9.3% | -32.4% | -26.6% |
| 3Y | +2.0% | +47.9% | -45.9% | -16.6% |
| 5Y | +6.2% | +31.6% | -25.4% | -9.3% |
| 10Y | +210.2% | +150.1% | +60.0% | +126.1% |
| All | +210.2% | +140.9% | +69.2% | +126.1% |
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