+70.3%
LNT vs HBM
+424.8%
-354.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +1.0% | +2.2% | -1.2% | +1.0% |
| 30D | +9.6% | -11.8% | +21.4% | +9.6% |
| 3M | +5.4% | -19.2% | +24.6% | +5.5% |
| 6M | +3.1% | -22.9% | +26.0% | +3.3% |
| YTD | +16.5% | +7.8% | +8.7% | +15.3% |
| 1Y | +12.3% | +34.9% | -22.6% | +10.4% |
| 3Y | +70.3% | +422.2% | -351.9% | +45.5% |
| All | +70.3% | +424.8% | -354.5% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling