+677.7%
HPE vs LNT
+221.2%
+456.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.9% | +6.8% | +7.5% |
| 7D | +10.1% | +1.0% | +9.1% | +9.9% |
| 30D | +5.3% | -1.1% | +6.4% | +5.6% |
| 3M | +12.7% | -3.6% | +16.3% | +13.4% |
| 6M | +167.7% | -2.7% | +170.3% | +168.0% |
| YTD | +135.5% | +8.0% | +127.4% | +128.2% |
| 1Y | +143.4% | +10.5% | +132.9% | +134.0% |
| 3Y | +249.2% | +49.6% | +199.6% | +198.9% |
| 5Y | +343.8% | +32.2% | +311.6% | +292.8% |
| 10Y | +495.9% | +141.8% | +354.1% | +343.1% |
| All | +677.7% | +221.2% | +456.5% | +437.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling