+204.2%
LNT vs QSR
+203.9%
+0.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -1.1% | -4.7% | +3.6% | -0.1% |
| 30D | -1.9% | +4.3% | -6.2% | -2.9% |
| 3M | -7.2% | +5.4% | -12.6% | -8.3% |
| 6M | -3.9% | +8.2% | -12.1% | -5.7% |
| YTD | +5.9% | +14.1% | -8.3% | +2.4% |
| 1Y | +8.4% | +28.1% | -19.7% | +2.1% |
| 3Y | +46.6% | +25.3% | +21.3% | +37.7% |
| 5Y | +32.4% | +40.4% | -7.9% | +20.4% |
| 10Y | +147.9% | +132.4% | +15.5% | +97.4% |
| All | +204.2% | +203.9% | +0.3% | +134.0% |
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