+340.8%
HPE vs LNT
+30.4%
+310.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -6.1% |
| 7D | +1.4% | -1.1% | +2.5% | +1.6% |
| 30D | +1.5% | -1.9% | +3.5% | +1.8% |
| 3M | +21.7% | -7.2% | +28.9% | +22.5% |
| 6M | +164.2% | -3.9% | +168.1% | +163.9% |
| YTD | +132.1% | +5.9% | +126.2% | +127.9% |
| 1Y | +130.6% | +8.4% | +122.3% | +125.4% |
| 3Y | +244.1% | +46.6% | +197.5% | +210.3% |
| 5Y | +340.8% | +32.4% | +308.4% | +296.8% |
| All | +340.8% | +30.4% | +310.4% | +296.8% |
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