+621.7%
HPE vs LNT
+218.2%
+403.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.5% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -2.3% | -3.2% | +0.9% | -1.4% |
| 3M | -2.9% | -4.1% | +1.2% | -2.2% |
| 6M | +143.6% | -4.6% | +148.1% | +145.2% |
| YTD | +118.5% | +7.0% | +111.5% | +112.3% |
| 1Y | +129.2% | +8.3% | +120.9% | +121.6% |
| 3Y | +212.5% | +51.0% | +161.5% | +166.3% |
| 5Y | +286.9% | +30.2% | +256.7% | +244.0% |
| 10Y | +432.3% | +143.6% | +288.7% | +296.0% |
| All | +621.7% | +218.2% | +403.6% | +400.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling