+25.0%
HL vs LNT
+13.9%
+11.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.3% | +10.9% | +13.1% |
| 7D | +0.2% | +7.2% | -7.0% | +0.5% |
| 30D | -12.1% | +15.6% | -27.7% | -12.1% |
| 3M | -2.8% | +5.2% | -8.0% | -2.9% |
| 6M | -14.9% | +1.7% | -16.6% | -14.6% |
| YTD | -22.0% | +17.0% | -39.1% | -22.9% |
| 1Y | +25.0% | +14.2% | +10.8% | +23.8% |
| All | +25.0% | +13.9% | +11.1% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling