+144.2%
LNT vs QSR
+135.2%
+9.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.0% | -4.0% | +3.0% | -0.1% |
| 30D | -4.2% | +2.8% | -7.0% | -4.9% |
| 3M | -6.7% | +5.1% | -11.8% | -7.9% |
| 6M | -3.6% | +8.8% | -12.4% | -5.7% |
| YTD | +5.9% | +14.8% | -8.9% | +2.1% |
| 1Y | +7.3% | +25.7% | -18.5% | +1.1% |
| 3Y | +46.5% | +27.5% | +18.9% | +36.3% |
| 5Y | +32.5% | +41.3% | -8.8% | +19.3% |
| All | +144.2% | +135.2% | +9.0% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling