+94.1%
HUT vs LNT
+35.5%
+58.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.4% | +6.2% |
| 7D | +28.3% | +1.0% | +27.2% | +28.0% |
| 30D | +12.3% | -1.1% | +13.4% | +12.6% |
| 3M | -16.8% | -3.6% | -13.2% | -16.6% |
| 6M | +111.4% | -2.7% | +114.0% | +110.5% |
| YTD | +116.6% | +8.0% | +108.6% | +108.7% |
| 1Y | +290.5% | +10.5% | +280.0% | +273.7% |
| 3Y | +792.3% | +49.6% | +742.7% | +656.4% |
| 5Y | +94.1% | +32.2% | +61.9% | +72.6% |
| All | +94.1% | +35.5% | +58.7% | +72.6% |
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