+437.4%
LNG vs QS
-47.0%
+484.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.6% | +0.1% |
| 7D | -6.7% | -4.2% | -2.5% | -6.7% |
| 30D | +3.9% | -15.7% | +19.5% | +4.2% |
| 3M | +15.5% | -28.7% | +44.2% | +16.2% |
| 6M | +10.5% | -23.2% | +33.7% | +10.8% |
| YTD | +43.0% | -49.9% | +92.9% | +44.7% |
| 1Y | +18.9% | -38.8% | +57.7% | +19.2% |
| 3Y | +74.7% | -24.0% | +98.7% | +70.8% |
| 5Y | +231.2% | -75.6% | +306.8% | +224.4% |
| All | +437.4% | -47.0% | +484.4% | +435.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling