+4.4%
HWM vs LNT
+13.9%
-9.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.6% | -4.5% |
| 7D | +9.4% | +7.2% | +2.3% | +8.6% |
| 30D | -7.0% | +15.6% | -22.6% | -8.8% |
| 3M | -25.9% | +5.2% | -31.1% | -26.1% |
| 6M | -10.8% | +1.7% | -12.5% | -10.6% |
| YTD | +4.3% | +17.0% | -12.7% | -2.0% |
| 1Y | +4.4% | +14.2% | -9.9% | -1.4% |
| All | +4.4% | +13.9% | -9.5% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling