-43.5%
QS vs LNT
+53.9%
-97.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.0% |
| 7D | +2.2% | +1.0% | +1.2% | +2.1% |
| 30D | -8.1% | -1.1% | -7.0% | -8.0% |
| 3M | -27.0% | -3.6% | -23.4% | -27.1% |
| 6M | -16.4% | -2.7% | -13.8% | -16.6% |
| YTD | -46.4% | +8.0% | -54.4% | -47.1% |
| 1Y | -41.1% | +10.5% | -51.5% | -42.0% |
| 3Y | -18.6% | +49.6% | -68.2% | -23.5% |
| 5Y | -73.0% | +32.2% | -105.3% | -75.7% |
| All | -43.5% | +53.9% | -97.4% | -42.6% |
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