+239.5%
HUT vs LNT
+154.4%
+85.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.0% | +7.5% |
| 7D | +24.8% | -0.2% | +25.0% | +24.8% |
| 30D | -28.4% | +11.6% | -40.0% | -30.1% |
| 3M | -31.2% | +8.2% | -39.4% | -32.4% |
| 6M | -40.2% | +3.1% | -43.4% | -41.1% |
| YTD | +32.9% | +16.8% | +16.1% | +27.0% |
| 1Y | +39.1% | +11.6% | +27.4% | +34.5% |
| 3Y | +462.8% | +67.4% | +395.4% | +386.4% |
| 5Y | -13.9% | +56.8% | -70.6% | -24.1% |
| All | +239.5% | +154.4% | +85.1% | +216.8% |
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