+153.8%
QLD vs LNT
+67.8%
+86.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.7% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -15.7% | +11.6% | -27.3% | -14.7% |
| 3M | -10.0% | +8.2% | -18.2% | -9.2% |
| 6M | -11.2% | +3.1% | -14.4% | -10.8% |
| YTD | +16.4% | +16.8% | -0.4% | +16.3% |
| 1Y | +12.7% | +11.6% | +1.1% | +13.0% |
| All | +153.8% | +67.8% | +86.0% | +151.4% |
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