-47.7%
QS vs LNT
+50.8%
-98.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -5.0% | -1.1% | -3.9% | -4.9% |
| 30D | -18.3% | -1.9% | -16.4% | -18.2% |
| 3M | -26.0% | -7.2% | -18.8% | -25.9% |
| 6M | -24.0% | -3.9% | -20.1% | -24.2% |
| YTD | -50.3% | +5.9% | -56.2% | -50.9% |
| 1Y | -38.0% | +8.4% | -46.3% | -38.9% |
| 3Y | -24.6% | +46.6% | -71.2% | -29.1% |
| 5Y | -75.4% | +32.4% | -107.9% | -77.3% |
| All | -47.7% | +50.8% | -98.5% | -46.8% |
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