+123.6%
HOOD vs LNT
+47.4%
+76.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.3% |
| 7D | -3.8% | +1.0% | -4.8% | -3.9% |
| 30D | -23.0% | +9.6% | -32.6% | -23.8% |
| 3M | -21.6% | +5.4% | -27.0% | -22.1% |
| 6M | +1.4% | +3.1% | -1.7% | +0.8% |
| YTD | -31.2% | +16.5% | -47.6% | -33.3% |
| 1Y | -35.9% | +12.3% | -48.2% | -37.5% |
| 3Y | +836.9% | +70.3% | +766.6% | +734.9% |
| 5Y | +121.1% | +56.4% | +64.7% | +110.9% |
| All | +123.6% | +47.4% | +76.2% | +124.7% |
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