+1,655.1%
LNT vs HIG
+980.5%
+674.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | +1.0% | -1.1% | +2.1% | +1.1% |
| 30D | -1.1% | -4.9% | +3.8% | -0.5% |
| 3M | -3.6% | +6.8% | -10.4% | -4.4% |
| 6M | -2.7% | -1.7% | -1.0% | -2.5% |
| YTD | +8.0% | -0.2% | +8.2% | +7.9% |
| 1Y | +10.5% | +5.7% | +4.7% | +9.5% |
| 3Y | +49.6% | +100.3% | -50.7% | +37.1% |
| 5Y | +32.2% | +118.5% | -86.3% | +19.6% |
| 10Y | +141.8% | +309.7% | -167.9% | +99.2% |
| All | +1,655.1% | +980.5% | +674.6% | +918.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling