+152.0%
QQQM vs LNG
+497.1%
-345.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.6% | -4.7% | +4.1% | 0.0% |
| 30D | -1.2% | +3.8% | -5.0% | -1.8% |
| 3M | -0.1% | +16.2% | -16.3% | -2.4% |
| 6M | +18.0% | +11.7% | +6.3% | +15.2% |
| YTD | +16.7% | +44.2% | -27.5% | +8.7% |
| 1Y | +23.0% | +18.6% | +4.5% | +18.7% |
| 3Y | +93.3% | +77.4% | +15.9% | +72.6% |
| 5Y | +96.3% | +232.3% | -136.0% | +58.7% |
| All | +152.0% | +497.1% | -345.0% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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