+712.4%
LNT vs QID
-100.0%
+812.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | -0.1% |
| 7D | -0.1% | -0.6% | +0.5% | -0.2% |
| 30D | -3.2% | 0.0% | -3.2% | -3.1% |
| 3M | -4.1% | +3.7% | -7.8% | -3.0% |
| 6M | -4.6% | -29.9% | +25.3% | -10.8% |
| YTD | +7.0% | -28.8% | +35.8% | +0.4% |
| 1Y | +8.3% | -37.2% | +45.5% | -0.9% |
| 3Y | +51.0% | -73.7% | +124.7% | +17.4% |
| 5Y | +30.2% | -80.7% | +110.9% | +0.7% |
| 10Y | +143.6% | -99.1% | +242.7% | -6.2% |
| All | +712.4% | -100.0% | +812.4% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling