+133.6%
HOOD vs LNT
+46.6%
+87.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.7% |
| 7D | +3.8% | -0.5% | +4.3% | +3.8% |
| 30D | -26.4% | +9.9% | -36.3% | -27.2% |
| 3M | -14.3% | +4.8% | -19.1% | -14.7% |
| 6M | +3.9% | +2.2% | +1.8% | +3.4% |
| YTD | -28.1% | +15.9% | -43.9% | -30.3% |
| 1Y | -38.8% | +10.6% | -49.4% | -40.1% |
| 3Y | +888.5% | +66.1% | +822.4% | +784.4% |
| 5Y | +131.0% | +55.6% | +75.4% | +120.4% |
| All | +133.6% | +46.6% | +87.0% | +134.9% |
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