+144.2%
LNT vs HIG
+313.7%
-169.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.0% | -1.5% | +0.4% | -0.7% |
| 30D | -4.2% | -0.4% | -3.9% | -4.2% |
| 3M | -6.7% | +6.7% | -13.3% | -8.3% |
| 6M | -3.6% | +2.0% | -5.5% | -4.3% |
| YTD | +5.9% | +0.3% | +5.6% | +5.5% |
| 1Y | +7.3% | +4.2% | +3.1% | +5.7% |
| 3Y | +46.5% | +102.2% | -55.7% | +22.1% |
| 5Y | +32.5% | +118.5% | -86.0% | +7.6% |
| All | +144.2% | +313.7% | -169.5% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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