-28.4%
QS vs LNT
+8.1%
-36.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | -2.3% | -0.1% | -2.2% | -2.4% |
| 30D | -0.7% | -3.2% | +2.5% | -2.0% |
| 3M | -39.6% | -4.1% | -35.6% | -41.4% |
| 6M | -21.7% | -4.6% | -17.1% | -24.0% |
| YTD | -47.4% | +7.0% | -54.4% | -49.8% |
| 1Y | -28.4% | +8.3% | -36.7% | -21.5% |
| All | -28.4% | +8.1% | -36.4% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling