+8,175.3%
QLD vs LNT
+811.0%
+7,364.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | 0.0% |
| 7D | +12.5% | -0.5% | +13.0% | +13.0% |
| 30D | -15.7% | +9.9% | -25.6% | -22.7% |
| 3M | -11.9% | +4.8% | -16.7% | -16.1% |
| 6M | -10.3% | +2.2% | -12.4% | -14.0% |
| YTD | +15.6% | +15.9% | -0.3% | -1.7% |
| 1Y | +12.1% | +10.6% | +1.6% | -0.9% |
| 3Y | +150.7% | +66.1% | +84.6% | +45.8% |
| 5Y | +86.6% | +55.6% | +31.0% | +12.4% |
| 10Y | +1,509.7% | +182.8% | +1,326.9% | +394.0% |
| All | +8,175.3% | +811.0% | +7,364.3% | +527.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling