-93.4%
HTZ vs LNT
+56.3%
-149.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.4% | -20.3% | -20.6% |
| 7D | -7.7% | +4.7% | -12.4% | -9.3% |
| 30D | -13.1% | +13.0% | -26.1% | -16.9% |
| 3M | +14.7% | +5.4% | +9.3% | +12.5% |
| 6M | -70.6% | +2.0% | -72.7% | -71.1% |
| YTD | -65.2% | +16.5% | -81.7% | -67.6% |
| 1Y | -73.2% | +13.3% | -86.5% | -74.8% |
| 3Y | -80.8% | +58.7% | -139.5% | -84.5% |
| 5Y | -94.8% | +53.3% | -148.1% | -95.7% |
| All | -93.4% | +56.3% | -149.6% | -94.9% |
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