+193.0%
HOOD vs LNT
+35.5%
+157.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.0% |
| 7D | +13.4% | +1.0% | +12.3% | +13.2% |
| 30D | +25.8% | -1.1% | +26.9% | +25.9% |
| 3M | +38.0% | -3.6% | +41.6% | +38.3% |
| 6M | +52.2% | -2.7% | +54.9% | +52.0% |
| YTD | +3.7% | +8.0% | -4.3% | +1.2% |
| 1Y | +0.1% | +10.5% | -10.4% | -3.0% |
| 3Y | +992.6% | +49.6% | +943.0% | +884.2% |
| 5Y | +193.0% | +32.2% | +160.8% | +165.9% |
| All | +193.0% | +35.5% | +157.5% | +165.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling