+17.9%
LH vs QSR
+8.3%
+9.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.8% |
| 7D | -3.2% | -2.4% | -0.8% | -2.6% |
| 30D | +0.1% | +5.7% | -5.5% | -1.2% |
| 3M | +18.6% | +6.9% | +11.7% | +16.4% |
| 6M | +17.9% | +6.9% | +11.1% | +12.4% |
| All | +17.9% | +8.3% | +9.7% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling