+180.7%
HIMS vs LNT
+62.8%
+117.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | -8.2% | -4.2% | -4.0% | -7.8% |
| 3M | -4.7% | -6.7% | +2.0% | -4.1% |
| 6M | +6.3% | -3.6% | +9.9% | +6.3% |
| YTD | -15.3% | +5.9% | -21.2% | -16.6% |
| 1Y | -46.9% | +7.3% | -54.1% | -47.8% |
| 3Y | +321.3% | +46.5% | +274.8% | +298.3% |
| 5Y | +215.8% | +32.5% | +183.4% | +200.3% |
| All | +180.7% | +62.8% | +117.9% | +164.3% |
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