+1,330.6%
HST vs LNT
+3,155.8%
-1,825.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -12.3% | -3.2% | -9.1% | -10.8% |
| 3M | -6.4% | -4.1% | -2.3% | -4.6% |
| 6M | +15.0% | -4.6% | +19.6% | +17.2% |
| YTD | +30.5% | +7.0% | +23.5% | +25.0% |
| 1Y | +35.7% | +8.3% | +27.4% | +29.0% |
| 3Y | +68.4% | +51.0% | +17.4% | +31.5% |
| 5Y | +73.1% | +30.2% | +43.0% | +43.4% |
| 10Y | +92.7% | +143.6% | -50.9% | +9.3% |
| All | +1,330.6% | +3,155.8% | -1,825.2% | +154.6% |
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