+20.0%
LH vs QSR
+33.2%
-13.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.5% | +2.4% | -4.9% | -3.0% |
| 30D | +4.3% | +7.6% | -3.3% | +2.6% |
| 3M | +25.5% | +12.6% | +12.9% | +22.1% |
| 6M | +17.0% | +14.4% | +2.6% | +12.8% |
| YTD | +31.3% | +19.6% | +11.6% | +25.4% |
| 1Y | +20.0% | +33.9% | -13.9% | +14.5% |
| All | +20.0% | +33.2% | -13.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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