+1,570.6%
HST vs LNT
+3,425.8%
-1,855.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +3.6% | -0.5% | +4.1% | +3.9% |
| 30D | +9.9% | +9.9% | 0.0% | +4.5% |
| 3M | +12.9% | +4.8% | +8.1% | +9.9% |
| 6M | +22.9% | +2.2% | +20.7% | +20.8% |
| YTD | +52.4% | +15.9% | +36.5% | +39.8% |
| 1Y | +52.5% | +10.6% | +42.0% | +43.4% |
| 3Y | +87.4% | +66.1% | +21.4% | +39.2% |
| 5Y | +82.9% | +55.6% | +27.3% | +37.8% |
| 10Y | +134.8% | +182.8% | -48.1% | +22.9% |
| All | +1,570.6% | +3,425.8% | -1,855.2% | +184.6% |
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