+248.6%
HD vs LNT
+186.9%
+61.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +1.5% | +1.0% | +0.5% | +1.0% |
| 30D | +18.0% | +9.6% | +8.4% | +13.0% |
| 3M | +2.8% | +5.4% | -2.6% | +0.3% |
| 6M | +17.0% | +3.1% | +13.9% | +15.1% |
| YTD | +3.5% | +16.5% | -12.9% | -4.1% |
| 1Y | -2.6% | +12.3% | -14.9% | -8.2% |
| 3Y | +30.7% | +70.3% | -39.6% | -0.5% |
| 5Y | +6.2% | +56.4% | -50.2% | -16.9% |
| All | +248.6% | +186.9% | +61.7% | +139.8% |
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 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