+3,186.5%
LNT vs HUBB
+153,832.3%
-150,645.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.9% |
| 7D | +1.0% | +4.8% | -3.8% | +1.0% |
| 30D | -1.1% | -9.3% | +8.2% | -1.0% |
| 3M | -3.6% | -3.9% | +0.3% | -3.6% |
| 6M | -2.7% | -0.8% | -1.8% | -2.7% |
| YTD | +8.0% | +5.6% | +2.4% | +7.9% |
| 1Y | +10.5% | +7.7% | +2.7% | +10.3% |
| 3Y | +49.6% | +47.5% | +2.1% | +48.9% |
| 5Y | +32.2% | +153.7% | -121.5% | +30.9% |
| 10Y | +141.8% | +433.0% | -291.3% | +137.8% |
| All | +3,186.5% | +153,832.3% | -150,645.8% | +3,006.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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