+222.1%
LNG vs QSR
+40.5%
+181.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -4.7% | -4.0% | -0.7% | -4.1% |
| 30D | +3.8% | +2.8% | +1.1% | +3.4% |
| 3M | +16.2% | +5.1% | +11.1% | +15.2% |
| 6M | +11.7% | +8.8% | +2.9% | +9.9% |
| YTD | +44.2% | +14.8% | +29.4% | +40.5% |
| 1Y | +18.6% | +25.7% | -7.2% | +13.5% |
| 3Y | +77.4% | +27.5% | +49.9% | +67.1% |
| All | +222.1% | +40.5% | +181.6% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling