+558.6%
QQQ vs LNT
+148.3%
+410.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.6% | -1.0% | +0.5% | -0.3% |
| 30D | -1.2% | -4.2% | +3.0% | 0.0% |
| 3M | -0.2% | -6.7% | +6.5% | +1.5% |
| 6M | +17.9% | -3.6% | +21.5% | +18.5% |
| YTD | +16.6% | +5.9% | +10.8% | +13.8% |
| 1Y | +23.0% | +7.3% | +15.7% | +19.3% |
| 3Y | +92.9% | +46.5% | +46.5% | +66.3% |
| 5Y | +95.6% | +32.5% | +63.1% | +72.9% |
| All | +558.6% | +148.3% | +410.2% | +390.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling