+1,773.8%
HWM vs LNT
+142.9%
+1,630.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -11.0% | -3.2% | -7.8% | -9.7% |
| 3M | +4.0% | -4.1% | +8.1% | +5.7% |
| 6M | -0.2% | -4.6% | +4.3% | +1.4% |
| YTD | +26.7% | +7.0% | +19.7% | +21.9% |
| 1Y | +44.7% | +8.3% | +36.4% | +38.2% |
| 3Y | +426.1% | +51.0% | +375.1% | +318.1% |
| 5Y | +738.5% | +30.2% | +708.3% | +609.5% |
| All | +1,773.8% | +142.9% | +1,630.9% | +1,262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling