+77.4%
LNG vs QS
-24.6%
+102.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | +0.2% |
| 7D | -4.7% | -3.6% | -1.0% | -4.6% |
| 30D | +3.8% | -17.2% | +21.1% | +4.0% |
| 3M | +16.2% | -27.0% | +43.1% | +16.6% |
| 6M | +11.7% | -24.6% | +36.3% | +11.9% |
| YTD | +44.2% | -49.3% | +93.5% | +45.7% |
| 1Y | +18.6% | -40.3% | +58.9% | +18.7% |
| 3Y | +77.4% | -23.8% | +101.2% | +70.0% |
| All | +77.4% | -24.6% | +102.0% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling