+57.4%
HL vs LNT
+3,186.5%
-3,129.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | +7.1% | +1.0% | +6.0% | +6.6% |
| 30D | +21.4% | -1.1% | +22.5% | +21.9% |
| 3M | +37.4% | -3.6% | +41.0% | +39.1% |
| 6M | +0.4% | -2.7% | +3.1% | +0.9% |
| YTD | +6.7% | +8.0% | -1.3% | +2.4% |
| 1Y | +102.4% | +10.5% | +91.9% | +92.2% |
| 3Y | +417.4% | +49.6% | +367.8% | +328.1% |
| 5Y | +243.3% | +32.2% | +211.1% | +196.9% |
| 10Y | +242.6% | +141.8% | +100.8% | +127.4% |
| All | +57.4% | +3,186.5% | -3,129.1% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling