+693.3%
LNG vs QID
-100.0%
+793.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.3% |
| 7D | -6.2% | -2.7% | -3.4% | -7.3% |
| 30D | +8.0% | +1.8% | +6.2% | +8.8% |
| 3M | +16.9% | -2.2% | +19.1% | +15.9% |
| 6M | +8.7% | -32.1% | +40.8% | -8.9% |
| YTD | +43.0% | -28.6% | +71.6% | +22.9% |
| 1Y | +19.4% | -36.3% | +55.8% | -2.3% |
| 3Y | +74.7% | -74.4% | +149.1% | -0.7% |
| 5Y | +222.4% | -80.8% | +303.2% | +81.0% |
| 10Y | +532.2% | -99.1% | +631.3% | -28.5% |
| All | +693.3% | -100.0% | +793.3% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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