+635.0%
HLT vs LNT
+302.9%
+332.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -2.6% | -1.1% | -1.5% | -2.3% |
| 30D | -2.6% | -1.9% | -0.7% | -2.1% |
| 3M | -9.4% | -7.2% | -2.2% | -7.6% |
| 6M | +2.7% | -3.9% | +6.6% | +3.6% |
| YTD | +6.8% | +5.9% | +0.9% | +4.6% |
| 1Y | +12.4% | +8.4% | +4.0% | +9.3% |
| 3Y | +100.2% | +46.6% | +53.6% | +76.9% |
| 5Y | +143.7% | +32.4% | +111.3% | +119.8% |
| 10Y | +584.9% | +147.9% | +437.0% | +418.4% |
| All | +635.0% | +302.9% | +332.1% | +374.1% |
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 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