+356.7%
LNG vs QSR
+203.9%
+152.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.5% | -4.7% | +0.2% | -3.0% |
| 30D | +4.7% | +4.3% | +0.4% | +3.2% |
| 3M | +15.1% | +5.4% | +9.7% | +12.7% |
| 6M | +13.6% | +8.2% | +5.4% | +9.8% |
| YTD | +44.0% | +14.1% | +29.8% | +36.4% |
| 1Y | +18.4% | +28.1% | -9.7% | +7.4% |
| 3Y | +75.9% | +25.3% | +50.6% | +57.5% |
| 5Y | +231.7% | +40.4% | +191.3% | +179.3% |
| 10Y | +549.0% | +132.4% | +416.6% | +304.7% |
| All | +356.7% | +203.9% | +152.8% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling