+137.1%
HST vs LNT
+184.1%
-46.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +13.4% | +11.6% | +1.8% | +8.1% |
| 3M | +16.7% | +8.2% | +8.5% | +12.7% |
| 6M | +24.0% | +3.1% | +20.9% | +21.9% |
| YTD | +54.0% | +16.8% | +37.2% | +42.9% |
| 1Y | +55.0% | +11.6% | +43.4% | +46.8% |
| 3Y | +89.3% | +67.4% | +22.0% | +46.9% |
| 5Y | +85.4% | +56.8% | +28.7% | +45.7% |
| 10Y | +137.1% | +185.0% | -47.9% | +66.5% |
| All | +137.1% | +184.1% | -46.9% | +66.5% |
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