+144.2%
LNT vs PHM
+568.1%
-423.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -1.0% | -5.0% | +3.9% | -0.1% |
| 30D | -4.2% | -8.4% | +4.2% | -2.7% |
| 3M | -6.7% | -4.4% | -2.2% | -6.1% |
| 6M | -3.6% | -3.7% | +0.2% | -3.4% |
| YTD | +5.9% | +1.3% | +4.6% | +4.9% |
| 1Y | +7.3% | -14.0% | +21.3% | +9.4% |
| 3Y | +46.5% | +48.1% | -1.6% | +31.7% |
| 5Y | +32.5% | +158.8% | -126.3% | +3.8% |
| All | +144.2% | +568.1% | -423.9% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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