-93.9%
HTZ vs LNT
+54.6%
-148.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.0% | -7.3% | -8.0% |
| 7D | -14.6% | +1.4% | -16.0% | -14.9% |
| 30D | -20.8% | +12.3% | -33.1% | -24.1% |
| 3M | -18.8% | +5.3% | -24.1% | -20.3% |
| 6M | -74.7% | +2.0% | -76.7% | -75.1% |
| YTD | -68.1% | +15.3% | -83.4% | -70.2% |
| 1Y | -73.5% | +12.3% | -85.8% | -75.0% |
| 3Y | -81.8% | +59.1% | -140.9% | -85.3% |
| 5Y | -95.2% | +51.7% | -146.9% | -96.0% |
| All | -93.9% | +54.6% | -148.6% | -95.3% |
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