+243.8%
HPQ vs LNT
+148.3%
+95.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.4% |
| 7D | +9.8% | -1.0% | +10.8% | +10.1% |
| 30D | +22.4% | -4.2% | +26.6% | +24.2% |
| 3M | +45.2% | -6.7% | +51.8% | +48.5% |
| 6M | +96.4% | -3.6% | +100.0% | +97.9% |
| YTD | +65.4% | +5.9% | +59.5% | +60.5% |
| 1Y | +31.6% | +7.3% | +24.3% | +26.8% |
| 3Y | +37.0% | +46.5% | -9.4% | +14.5% |
| 5Y | +53.0% | +32.5% | +20.5% | +31.5% |
| All | +243.8% | +148.3% | +95.5% | +147.1% |
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