-58.5%
HUBS vs LNT
+46.9%
-105.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -1.0% | -7.9% | -9.1% |
| 30D | +7.2% | -4.2% | +11.5% | +6.7% |
| 3M | +20.9% | -6.7% | +27.5% | +20.0% |
| 6M | -13.0% | -3.6% | -9.5% | -13.2% |
| YTD | -43.8% | +5.9% | -49.7% | -44.0% |
| 1Y | -54.6% | +7.3% | -61.9% | -54.8% |
| 3Y | -58.5% | +46.5% | -104.9% | -59.0% |
| All | -58.5% | +46.9% | -105.4% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling