+222.0%
LHX vs LNT
+148.3%
+73.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -4.3% | -1.0% | -3.2% | -3.8% |
| 30D | -15.1% | -4.2% | -10.9% | -13.4% |
| 3M | -21.0% | -6.7% | -14.3% | -18.4% |
| 6M | -32.0% | -3.6% | -28.4% | -31.0% |
| YTD | -15.3% | +5.9% | -21.2% | -17.8% |
| 1Y | -11.1% | +7.3% | -18.3% | -14.3% |
| 3Y | +54.0% | +46.5% | +7.5% | +26.1% |
| 5Y | +17.1% | +32.5% | -15.3% | -0.3% |
| All | +222.0% | +148.3% | +73.7% | +134.4% |
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 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