+3,186.5%
LNT vs PHM
+11,050.0%
-7,863.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.5% | +1.4% |
| 7D | +1.0% | -2.5% | +3.5% | +1.3% |
| 30D | -1.1% | -9.7% | +8.6% | +0.2% |
| 3M | -3.6% | +2.2% | -5.8% | -4.0% |
| 6M | -2.7% | -5.7% | +3.0% | -2.2% |
| YTD | +8.0% | +2.8% | +5.2% | +7.1% |
| 1Y | +10.5% | -14.4% | +24.9% | +12.0% |
| 3Y | +49.6% | +52.2% | -2.6% | +39.3% |
| 5Y | +32.2% | +154.3% | -122.0% | +13.8% |
| 10Y | +141.8% | +545.9% | -404.1% | +79.8% |
| All | +3,186.5% | +11,050.0% | -7,863.6% | +1,613.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling