+256.9%
HL vs LNT
+148.3%
+108.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | -1.0% | -3.3% | -3.9% |
| 30D | +9.3% | -4.2% | +13.5% | +11.6% |
| 3M | +32.0% | -6.7% | +38.7% | +35.9% |
| 6M | -6.4% | -3.6% | -2.9% | -5.6% |
| YTD | +3.1% | +5.9% | -2.7% | -0.8% |
| 1Y | +77.6% | +7.3% | +70.3% | +69.3% |
| 3Y | +392.8% | +46.5% | +346.3% | +292.5% |
| 5Y | +234.1% | +32.5% | +201.6% | +177.8% |
| All | +256.9% | +148.3% | +108.6% | +106.5% |
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