+32.2%
LNT vs THC
+248.0%
-215.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | +1.0% | -2.6% | +3.6% | +1.2% |
| 30D | -1.1% | -1.2% | +0.1% | -1.0% |
| 3M | -3.6% | +58.9% | -62.5% | -7.9% |
| 6M | -2.7% | +9.3% | -12.0% | -3.8% |
| YTD | +8.0% | +30.4% | -22.4% | +4.8% |
| 1Y | +10.5% | +34.6% | -24.1% | +6.6% |
| 3Y | +49.6% | +246.7% | -197.1% | +28.6% |
| 5Y | +32.2% | +244.5% | -212.3% | +9.4% |
| All | +32.2% | +248.0% | -215.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling