+563.0%
HWM vs LNT
+56.3%
+506.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.7% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | -3.9% | +12.4% | -16.3% | -7.4% |
| 3M | -23.2% | +6.7% | -29.9% | -24.9% |
| 6M | -20.0% | +3.9% | -23.9% | -21.2% |
| YTD | +5.7% | +16.5% | -10.8% | 0.0% |
| 1Y | +4.9% | +12.5% | -7.6% | +0.4% |
| 3Y | +347.0% | +66.9% | +280.1% | +268.3% |
| 5Y | +563.0% | +56.1% | +506.9% | +450.9% |
| All | +563.0% | +56.3% | +506.7% | +450.9% |
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