+179.2%
LH vs QSR
+135.2%
+44.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -4.7% | -4.0% | -0.7% | -3.2% |
| 30D | -3.5% | +2.8% | -6.2% | -4.6% |
| 3M | +17.7% | +5.1% | +12.6% | +15.2% |
| 6M | +15.8% | +8.8% | +7.0% | +11.4% |
| YTD | +25.1% | +14.8% | +10.3% | +17.7% |
| 1Y | +12.5% | +25.7% | -13.2% | +1.8% |
| 3Y | +59.8% | +27.5% | +32.2% | +40.9% |
| 5Y | +27.1% | +41.3% | -14.2% | +5.5% |
| All | +179.2% | +135.2% | +44.0% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling