+836.8%
LNT vs HBM
+654.4%
+182.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.8% | +0.6% |
| 7D | +1.0% | +7.4% | -6.3% | +0.6% |
| 30D | -1.1% | +5.1% | -6.2% | -1.4% |
| 3M | -3.6% | +11.1% | -14.7% | -4.4% |
| 6M | -2.7% | +30.2% | -32.9% | -4.7% |
| YTD | +8.0% | +46.2% | -38.2% | +4.8% |
| 1Y | +10.5% | +120.0% | -109.6% | +4.5% |
| 3Y | +49.6% | +527.4% | -477.9% | +31.3% |
| 5Y | +32.2% | +400.4% | -368.2% | +15.5% |
| 10Y | +141.8% | +621.5% | -479.7% | +89.9% |
| All | +836.8% | +654.4% | +182.4% | +551.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HBM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling