+105.6%
LNT vs USHY
+49.7%
+55.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.0% | -0.7% | -0.4% | -0.2% |
| 30D | -4.2% | -0.7% | -3.6% | -3.5% |
| 3M | -6.7% | +0.1% | -6.7% | -6.7% |
| 6M | -3.6% | +1.8% | -5.4% | -5.7% |
| YTD | +5.9% | +1.8% | +4.1% | +3.6% |
| 1Y | +7.3% | +3.3% | +4.0% | +3.0% |
| 3Y | +46.5% | +27.0% | +19.5% | +9.7% |
| 5Y | +32.5% | +21.0% | +11.4% | +6.4% |
| All | +105.6% | +49.7% | +55.9% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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