+139.4%
QLD vs LNT
+57.3%
+82.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +2.4% |
| 7D | -10.3% | +1.4% | -11.7% | -10.1% |
| 30D | -26.1% | +12.3% | -38.3% | -25.3% |
| 3M | -17.8% | +5.3% | -23.1% | -17.2% |
| 6M | -15.6% | +2.0% | -17.6% | -15.3% |
| YTD | +5.4% | +15.3% | -9.9% | +5.1% |
| 1Y | +5.2% | +12.3% | -7.1% | +5.2% |
| 3Y | +139.4% | +59.1% | +80.4% | +139.6% |
| All | +139.4% | +57.3% | +82.2% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 3y: compounded portfolio wealth divided by compounded LNT 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…
3y analysis · Full analysis span regression · 6 months rolling