+398.8%
HL vs LNT
+46.9%
+351.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.6% |
| 7D | -5.6% | -1.1% | -4.5% | -5.2% |
| 30D | +12.7% | -1.9% | +14.7% | +13.6% |
| 3M | +42.5% | -7.2% | +49.7% | +46.5% |
| 6M | -9.0% | -3.9% | -5.1% | -8.4% |
| YTD | +4.4% | +5.9% | -1.5% | -0.3% |
| 1Y | +82.7% | +8.4% | +74.3% | +71.7% |
| All | +398.8% | +46.9% | +351.9% | +229.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling