-93.6%
HTZ vs LNT
+55.5%
-149.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | -16.4% | +0.6% | -17.0% | -16.5% |
| 30D | -15.1% | +12.4% | -27.5% | -19.0% |
| 3M | -28.2% | +6.7% | -34.9% | -30.0% |
| 6M | -73.1% | +3.9% | -77.0% | -73.7% |
| YTD | -68.3% | +16.5% | -84.8% | -70.7% |
| 1Y | -75.2% | +12.5% | -87.7% | -76.8% |
| 3Y | -81.1% | +66.9% | -148.0% | -85.4% |
| All | -93.6% | +55.5% | -149.0% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling