+142.9%
HOOD vs LNT
+47.8%
+95.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -22.6% | +11.6% | -34.2% | -23.5% |
| 3M | -10.4% | +8.2% | -18.6% | -11.2% |
| 6M | +4.7% | +3.1% | +1.6% | +4.1% |
| YTD | -25.2% | +16.8% | -42.0% | -27.6% |
| 1Y | -35.9% | +11.6% | -47.5% | -37.3% |
| 3Y | +927.7% | +67.4% | +860.3% | +818.7% |
| 5Y | +147.5% | +56.8% | +90.8% | +135.9% |
| All | +142.9% | +47.8% | +95.1% | +144.0% |
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