+144.2%
LNT vs QID
-99.2%
+243.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.2% |
| 7D | -1.0% | +1.3% | -2.3% | -0.9% |
| 30D | -4.2% | +2.9% | -7.2% | -3.9% |
| 3M | -6.7% | -0.7% | -6.0% | -6.6% |
| 6M | -3.6% | -29.7% | +26.1% | -7.6% |
| YTD | +5.9% | -27.9% | +33.8% | +1.9% |
| 1Y | +7.3% | -34.6% | +41.8% | +2.0% |
| 3Y | +46.5% | -73.5% | +120.0% | +24.1% |
| 5Y | +32.5% | -81.0% | +113.5% | +11.3% |
| All | +144.2% | -99.2% | +243.3% | +22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling