+1,581.2%
HWM vs LNT
+142.5%
+1,438.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | -8.0% | +0.2% | -8.2% | -8.2% |
| 30D | -18.0% | -0.5% | -17.5% | -17.9% |
| 3M | -9.5% | -5.5% | -4.0% | -7.4% |
| 6M | -8.4% | -3.8% | -4.6% | -7.4% |
| YTD | +13.6% | +6.8% | +6.8% | +9.3% |
| 1Y | +30.2% | +9.3% | +20.9% | +23.8% |
| 3Y | +392.2% | +47.9% | +344.3% | +295.2% |
| 5Y | +645.2% | +31.6% | +613.6% | +526.4% |
| All | +1,581.2% | +142.5% | +1,438.7% | +1,122.5% |
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