+7.4%
HD vs LNT
+35.5%
-28.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.7% |
| 7D | -1.2% | +1.0% | -2.2% | -1.6% |
| 30D | -11.1% | -1.1% | -10.0% | -10.8% |
| 3M | +2.0% | -3.6% | +5.6% | +3.6% |
| 6M | -10.5% | -2.7% | -7.8% | -9.6% |
| YTD | -6.9% | +8.0% | -14.9% | -10.1% |
| 1Y | -23.2% | +10.5% | -33.6% | -26.6% |
| 3Y | +3.1% | +49.6% | -46.5% | -14.2% |
| 5Y | +7.4% | +32.2% | -24.8% | -6.8% |
| All | +7.4% | +35.5% | -28.1% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling