+3,435.0%
LNT vs THC
+566.8%
+2,868.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +1.6% | +8.8% | -7.3% | +0.9% |
| 30D | +12.1% | +10.0% | +2.0% | +11.2% |
| 3M | +8.2% | +11.7% | -3.5% | +7.2% |
| 6M | +3.6% | +52.5% | -48.8% | -0.1% |
| YTD | +16.2% | +46.1% | -29.9% | +12.1% |
| 1Y | +12.8% | +49.1% | -36.3% | +8.5% |
| 3Y | +66.5% | +439.6% | -373.1% | +43.0% |
| 5Y | +53.8% | +263.2% | -209.3% | +33.8% |
| 10Y | +182.5% | +1,900.5% | -1,718.0% | +101.2% |
| All | +3,435.0% | +566.8% | +2,868.2% | +2,282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling