+59.8%
LH vs QSR
+25.8%
+34.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -4.7% | -4.0% | -0.7% | -3.7% |
| 30D | -3.5% | +2.8% | -6.2% | -4.1% |
| 3M | +17.7% | +5.1% | +12.6% | +16.1% |
| 6M | +15.8% | +8.8% | +7.0% | +13.0% |
| YTD | +25.1% | +14.8% | +10.3% | +20.4% |
| 1Y | +12.5% | +25.7% | -13.2% | +5.7% |
| 3Y | +59.8% | +27.5% | +32.2% | +53.0% |
| All | +59.8% | +25.8% | +34.0% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling