+151.8%
HYG vs LNT
+509.8%
-358.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | -0.6% | -1.9% | +1.4% | -0.2% |
| 3M | +0.4% | -7.2% | +7.6% | +1.9% |
| 6M | +1.2% | -3.9% | +5.1% | +1.9% |
| YTD | +1.5% | +5.9% | -4.4% | 0.0% |
| 1Y | +3.2% | +8.4% | -5.2% | +1.1% |
| 3Y | +25.9% | +46.6% | -20.7% | +14.5% |
| 5Y | +18.6% | +32.4% | -13.9% | +9.3% |
| 10Y | +55.8% | +147.9% | -92.1% | +21.1% |
| All | +151.8% | +509.8% | -358.0% | +33.7% |
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