-100.0%
SQQQ vs LNT
+673.0%
-773.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +2.3% |
| 7D | +4.1% | -1.1% | +5.2% | +2.9% |
| 30D | +4.6% | -1.9% | +6.6% | +2.6% |
| 3M | -10.4% | -7.2% | -3.2% | -17.7% |
| 6M | -42.1% | -3.9% | -38.2% | -45.0% |
| YTD | -40.3% | +5.9% | -46.2% | -37.4% |
| 1Y | -50.2% | +8.4% | -58.6% | -46.4% |
| 3Y | -89.4% | +46.6% | -136.0% | -83.6% |
| 5Y | -94.7% | +32.4% | -127.1% | -91.9% |
| 10Y | -100.0% | +147.9% | -247.9% | -99.8% |
| All | -100.0% | +673.0% | -773.0% | -100.0% |
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 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